If your talking about that piece that goes from the back of the top stair to the floor, mine did come with it. Its a support.
I have the ones from Walgreens too. Fine for a yorkie, but don't try stepping on them! They don't hold much heavier than a yorkie. I found that out when I thought I'd accidently broke them falling one night.
But they are a good deal for $10 bucks!
They are high enough for a sofa or lazy boy, but not near high enough for my bed.
I'd made a pair for my bed (handy with wood here), and covered them with carpet. Now that pair I made will hold even me