Hi Foued,
As per the ISR 4000 series ordering guide "The default accessory kit does not include any Category 5 RJ-45 Ethernet cables or cables for the router console or auxiliary port. You can order the console and auxiliary cables as an option during router configuration or as spares."
http://www.cisco.com/c/en/us/products/collateral/routers/4000-series-integrated-services-routers-isr/guide-c07-732797.html
So you may need to order it separately.
HTH
Manish