As c4757p, they do not contain any ESD protection unless it is stated. And even when stated, it does not mean the ESD protection is suitable for your real world application.
For example, some ICs and MOSFETs stated a HBM -Human Body Model- and CDM "Charged Device Model" in the range of 400 - 2.5kV. These parameters imply mostly only that the device can/will survive assembly during production be it on its own assembly line or your final production assembly line (if the assembly line complies with proper ESD regulations).
If a device is ESD protected or provides any kind of ESD protection for the real world, it will for sure state it and even use it as advertising, since its a feature that not all devices have. The reason for this is that good ESD protection usually requires more silicon and thus area, making it more expensive. A person can rise a charge of up to 35kV just by walking on a carpet.
Dont be confused in the MCU datasheets when it states "I/O lines ESD protected" as it might only imply that I/O lines are protected for production ESD levels, and not real world. I might be wrong, but a device has ESD protection designed for real world when it is fully characterized in the datasheet.
Please refer to the following documents and links for more details:
[1]http://powerelectronics.com/regulators/selecting-protection-devices-tvs-diodes-vs-metal-oxide-varistors
[2]https://www.esda.org/about-esd/esd-fundamentals/part-1-an-introduction-to-esd/