[Gbro]

Most presses do come with a built in primming system, however most prefer to use a hand priming tool as you will have a much better feel seating the primer. Lee makes a fantastic hand primer and it cheap (price).
The press is a very powerful mechanical advantage (toggle) system. seating primers is a much more delicate operation than what a press is dose. I have popped primers with the press primming arm.
many times the primmer isn't fully seated and results in feeding problems and miss-fires.

Welcome and good luck in your reloading. Its a very rewarding hobbie if its done properly.