Sora had reach adjustment long before Shimano ever thought of it for any other group, going back to the older 8-speed version which dates back to about 2001. On those models, the adjustment was by a screw in the back of the hood "crest" which pushed on the back of the shifter body to adjust it in.
That's the old stuff.
The current 9-speed group, dating back to late 2007 has the choice of chocks. Generally, none are fitted during setup, but that depends on the mechanic building the bike.
The chocks/shims fit into locating holes on the underside of the overhang part of the hood above the head of the lever body. It's easy to tell if they are fitted or not, they are a black plastic wedge (thin for 4-degree adjustment, thicker for 8-degreee) that fits between the shifter head and the hood overhang. If they're not fitted, the head of the lever will butt directly against the main hood rubber.
The chocks should
be supplied in your bag of info that you should have
received with your bike. They are not difficult to fit, however you will need to back the brake cables off a bit. Start by releasing the cable anchor bolt on the brake calipers fully; it's easiest when you can pull the levers right back to the bars. There is a flat rubber "bump-stop" fitted in the top of the hoods. Pull the brake lever back so you can easily get in (pointy pliers may help) and pull this stop downward to release. Find the appropriate chock - they are left and right specific, as well as the two thicknesses - and align the two locating knobs with the holes in the hood peak. Pull the brake lever forward (not too forcefully!), using the head of the lever to press the chock into place. Repeat with the other side.
To reset the brakes, squeeze the caliper onto the rim with one hand, pull the cable moderately firm, holding the end under the thumb you're also using to hold the caliper closed. Tighten the anchor bolt.