If they have access to the ground they will pick up small pebbles and rocks. Although it wouldn't hurt anything to put a small feeder with some grit in there just in case they aren't getting enough from the yard.
I make sure they've recently had access to grit before putting them in the tractor for the summer, and give them a little container of it in there for the first few weeks at least, on the theory that after that they'll have picked up enough bits of gravel from poking around in the soil. Don't want them stuffing themselves on grass *before* getting grit though.
No idea how essential this is, as I have not tried *not* doing it
Partly it depends on your soil and where they've been before they were in the tractor.