T400 wedges come with the T400 set.... assuming that's what you ordered. I would check with your fitter, because most iron sets will only included 5-PW these days. You will need to order the wedges too.

You should have had the option to add the gap wedge. You will still need to add a high lofted sand wedge or even a lob wedge. They do not come with the set. Lots of information on wedge options under the Vokey Wedge posts, the Clubs section, or even going to Vokey's own website.

My T400 set came with 6-PW, 43* and 49*. I don't use the 49. It was replaced it with a Vokey SM8 48*. Depending on the course I play add either 52 & 56 or a 58*. Not sure what your set makeup is so hard to suggest wedges. It may take some demo work to figure out your yardages before deciding on what to fill the bottom end of the bag with. Maintaining good distance gaps is all that matters