Based on what I've been reading, it seems like it should be preloaded, but my 920f doesn't seem to have it. I also checked my disabled apps list and it isn't there.
Update all your google apps from play store and also get this app : https://play.google.com/store/apps/details?id=com.google.android.apps.walletnfcrel
Get Going with android pay ! Remeber you won't be able to use Android Pay if you have a rooted phone.