No but you can always ask the person at the store you are buying it from for advice. I love going on Pinterest or youtube for tutorials as well. Plus if you find a look you love you can always share it on one of the sites and show people how you accomplished it!
Unfortunately this palette does not come with a guide. There are many tutorials on Youtube using the Urban Decay Palette, and it is always fun to experiment on your own. Try one look on one eye and then a different on the either. Take pictures of your favorite looks so you can recreate it on a night out or in :-)