Yes, they do have freewheel. You can do them without freewheel also (a "fixie") but that's not what I want.
To begin with, I'm just using an old wheel with 8speed freehub with a conversion spacer. In time, when I rebuild the wheels I'll switch to a singlespeed hub with a freewheel cog. Unless, of course, I find that I don't like singlespeeding...