When I installed mine, it will if you tell it to. When you get to the summary page click 'configure' on the Network & Internet setting. It should install the packages you need then. If you have a external modem you should not have any problems. Those are the easiest to set up.
Mandrake 9.2 does the same thing.
When you get it installed just open Kppp and click 'connect'. Should work fine.
Later
Oh, I suggest you also test you monitor settings to. It had them set them to high once and got no picture. Well, not that I could read anyway.