Is there a SD card slot given to us for our MacBook Pro?
Not sure if I was supposed to get an SD slot thing or if I have to purchase it separately for a 2019 MacBook Pro.
None on the current models. There are plenty of card readers, docks, hubs, etc that can read SD and micro SD cards. Most are USB-A, but I'd suggest getting some sort of hub that can hook up to USB-A devices.