I haven't studied the caprifig process a whole lot because it won't work for me here without a greenhouse. The answer to your question is no, Zidi doesn't come with the wasp. You get a caprifig, which for the most part are a crappy leathery fig which are no good for eating(usually), but they (I think this is how it goes, not 100%) are the male flower and have 2 crops per year, I think one they over-winter inside the figs and the next they lay eggs in, which hatch and carry pollen to the common and san pedro type figs. The thing I'm not sure about is why they even need the figs we eat, maybe it's a gathering place for breeding(?), like I said before they won't work for me so I'm not going to study up too much on it.
You could either keep your caprifig in a pot, or you could plant it somewhere out of the way and supplement it with some water until it is rooted strong enough to forget about.
Oh, I forgot the potentially most important part. If you start one from a cutting, when yours is big enough to make figs at a certain time of the year(not sure about that either) you have someone send you figs containg wasps and hang them in your fig trees. They will do their thing and then find your caprifig to continue their cycle in. Or, as Harvey mentioned, you can have someone airlayer a branch from a caprifig which has figs on it already, and they should be ready to do their thing when the time comes. I think. :)