All WordPress pre-installed style sheets can be found at:
../wp-admin/css/– for stylesheets used in the admin../wp-includes/css/– for all other stylesheets which may also be used in the admin.
As you can see the stylesheets which are available on the front-end are minimal, focussing mainly on:
- admin-bar
- TinyMCE editor (which is available on the front-end)
- dialog & log-in dialogs (I believe used when the user is logged-in and their cookies expire).
- buttons (used on the log-in page).
- pointers (new feature pointers, again only for logged-in users).
This is intentional because its the theme that should be providing the styling for the front-end (not WordPress, and not plug-ins). As for where themes store their stylesheets… well that could be pretty much anywhere :), but any half-decent theme will have an appropriate directory structure.
To answer your question, no WordPress does not come with a jQuery UI stylesheet (not even for the admin). See tract ticket: https://core.trac.wordpress.org/ticket/18909