It can come from many sources. It can live in the soil for a long time. It can come from wild birds, other poultry, and livestock "sheep, cows, goats, etc".
Yes your correct. It preventative but will not tread Coccidiosis. You treat it with Corid. I always keep a bottle on hand just in case. I think its 9 ml per gallon for poultry. Treat for 7 days then repeat in 10 days. That kills the worms and the second treatment kills any new ones.
The medication in medicated feed is to prevent help prevent Coccidiosis. If it should get into you flock it can wipe them out very quickly. In the end its up to you.