Western Digital TV Media Player - WDBYMN0000NBK

Does it come with a remote actual one and not a mobile app?

Per the description, this product is designed to be used with your smartphone as the remote.

Quote: “Use your smartphone or tablet to easily control your WD TV with the tap of a finger. With the WD TV Remote app, you can use the gesture pad for easy navigation to your media collection and get one-touch access to your favorite online services. It is especially great for text input when logging into a service or searching for a movie title.”