Does WordPress generate an automatic page for post formats?

Take a look at get_post_format_link()

Here’s a little example that uses get_post_format_link() to show a link to the format’s archive page. You can see something similar to this in action on Justin Tadlock’s site.

function get_post_format_archive_link() {
    return sprintf( 
        '<a class="post-format-archive-link %1$s" href="https://wordpress.stackexchange.com/questions/39925/%2$s">%1$s</a>',
        get_post_format(),
        get_post_format_link( get_post_format() ) 
    );
}

usage:

echo get_post_format_archive_link();

The URL Structure is:

/type/{post format}/

So for an aside we’d have:

http://example.com/type/aside/