Does the Morph come with any software?

Yes, it includes the SenselApp, your entry point for maintaining and modifying your Sensel Morph. You can download the SenselApp for Windows, Windows 32-bit, and MacOS. To learn more, watch this introductory video. 

Each Morph also comes with a license for Arturia's Analog Lab Lite synthesizer software.

If you order a MIDI Overlay (Piano, Drum Pad, Buchla Thunder, Music Production), you also receive a license for Bitwig 8-Track Studio