Short answer: Yes, the tripod comes with a carrying bag.

Detailed answer: I answer with a cautious "yes". In my case, a bag was included in the scope of delivery. But if you look at the pictures of the black version of the C5i, you will see a quite robust bag with a wide strap. Mine (I also bought the silver version) came with a thin carrying bag with cord straps - but a tripod like this doesn't belong in a small bag, it belongs on a backpack ;-)
The equipment here seems to be a bit of a mess anyway. According to the illustrations/data sheet, there should also be a hand strap and a separable centre column. Neither was the case with me (but customer service is currently trying to shed light on this).