No, as Paul stated you just buy one at any autoparts store - drill an appropriately sized hole and bolt it in. (Tip: Start out with a really small hole, and then enlarge if needed). It really speeds up changing the fluid, because you just pull the plug and let it drain instead of having to drop the pan.
It all depends on the condition and previous maintanence of the ATX you are working on - on how to handle it. If it is low mileage, then I change it all. If it is high mileage and it hasn't been changed in awhile. I usually drop the pan and change that, then let it go 5-10k and then drop the pan and flush it all out.
To just drop the pan does about 6-7 quarts. The whole tranny takes 12-13 quarts.
Note: I just did a fluid change on my Mark VIII this weekend the TC has a drain plug on it, which was sweet. So, I could drop the pan, and drain the TC - made it easy to change out all the fluid.
Doug