Does this update include Covid tracking apps or software

No. If you want Covid any contact tracing apps you would have to install a 3rd-party app yourself.

Apple does not make or include any Covid tracking apps, but you can check if your local / state / or country has any available for you to download.

COVID-19 API-What it is, what it is not provides an explanation "For iOS the API is in iOS 13.5 and subsequent releases"