Yep, they *all* have an internal oscillator for configuration, as was mentioned previously in this thread.
What hasn't been mentioned previously in this thread, is that (if they are available to you) they are NOT very accurate.
Their frequency depends on temperature, voltage, and phase of the moon when they were manufactured.
For instance, some of the MAX10 devices are spec'ed at "55Mhz to 116Mhz" (with this kind of spec its a sure bet that they are RC oscillators, not MEMS or crystal, and also are likely to be internally running at twice this speed and sent through a flipflop to even out the duty cycle).
Some parts allow you to feed this clock into an onboard PLL to change the frequency, some do not.
It's a great way to reduce component count (and thus cost) if your design can deal with the ridiculous frequency variations from part to part.
As for the OP, a crystal is an analog (RLC) device, and does NOT generate a digital clock signal like the FPGA is expecting. A crystal needs a supplemental inverting amplifier circuit to oscillate, and a signal conditioner to generate a logic-level voltage to drive the FPGA's clock input pin. You get this in the same package when you buy a device classified as an oscillator.