Minnie Bannister wrote:

No, not all packs of Tapcon screws come with a bit: none of the 25-packs
of 1/4" x 4" screws at Menards included bits, although some of the
shorter ones did; Lowes did not have 4" screws, but 75-packs of some
lengths included bits whereas 25-packs of the same length did not.

I get boxes of 100 from Ace Hardware. These are what stock the pick a
piece bins. With even a cheap hammer drill, they go in very quickly.