Nope the 3rd gens didn't come with speakers in the door panels but that didn't stop me from putting some in. I just had to find a spot for them, mark the holes and then cut the holes out. After that I put some minor metal bracing behind the holes and then put the speakers in.
I know it isn't a very good pic showing the speaker but here's a pic where you can see where I put the speakers in the doors: