No, it does not come with a case or a screen protector. Not from Apple, anyway. There may be a store somewhere that is offering them as a combo...you know...buy an iPod Touch and we'll throw in this screen protector and a case for free. Or for some price. In fact, I have been searching the web for a case for my iPod Touch 4th generation. There are many, many cases and things for the first, second and third generation iPod Touchs, but nothing for the 4th generation. It is too new. Not Apple's fault. It only came out a few weeks ago. Companies will be selling cases for them soon, I'm sure. I purchased a case for the iPhone 4th generation. The two 4th generation units (iPod Touch and iPhone) are very, very close in size. The only difference is the height. I can tell you that the case does not quite fit. The iPod Touch slides a bit inside the case. Depending on what kind of case you want to buy, it might not matter.
As for the protective screens, yes they are for sale for the 4th generation iPod Touch. Do a search on the web (Google, Bing, Yahoo, whatever) and you will find them. I purchased some from Amazon.com. They have not come yet. In fact, I just received notification that they were shipped today. But these protective screens are just for the 4th generation iPod Touch--they have holes where the camera and the power button are. I can't tell you how good they are yet. They were 3 for about ten dollars. I could have purchased less screens, but the price per screen was higher, obviously.
Good luck, have fun and enjoy your 4th generation iPod Touch!
Tim