Are new cars factory fitted with tracking devices?

Tracking device, will only be installed if you opt for an upgrade package that offers GPS tracking. 

Otherwise you get the basic tracking details the systems computers offer, and you'd need an OBD reader, that can read, things like speed, location, mileage etc. 

Some used car dealers install GPS tracking for vehicles the finance in-house, so they can repo the cars if you are even a day late on your weekly payment. That way they can charge you a late fee, repo and impound fee, on top of the normal payment.