Do we need to order our own thunderbolt 3 cables for this, or does it come with one?
According to the product webpage (on the UK site) https://www.lg.com/uk/monitors/lg-34WK95U the monitor comes with a DisplayPort Cable, a Thunderbolt 3 Cable and a USB A-B cable (USB 2.0 only)
The USB3 hub input is a type C connector only on the monitor so either Thunderbolt is required to a a C-C cable or an A-C cable if that makes any sense.