It comes with the license but the os must be downloaded from the pageSx Pro comes bundled with sx os. Sx os wasn't yet released.
The video tx put out on YouTube makes it seem like you do need SX os on the msd, then you boot into it and select "other payloads" to do the other payloads.You don't have to use SX OS with it, if that's what you mean. You can use other payloads.