Yeah, not coming with a data cable certainly isn't unusual, anyway.
But about a power cord. If you don't have a modular PSU (which you'd almost certainly have only if you you put the computer together yourself) and there isn't a "spare"/unused SATA power connector floating around inside the case, you're going to need a splitter, to piggyback off one of the existing SATA power connectors, not just a "cord.".