Of course they have.Actually they have 40 letters in all: 21 vowels and 19 consonants.And each Korean character (Hungul) has 1~3 consonants and only one vowel, and at least one Hungul makes a word which have a meaning.
They are like this:
21 vowels: ㅏ ㅑ ㅓ ㅕ ㅗ ㅛ ㅜ ㅠ ㅡ ㅣ ㅐ ㅒ ㅔ ㅖ ㅢ ㅚ ㅘ ㅙ ㅝ ㅟ ㅞ
19 consonants: ㄱ ㄴ ㄷ ㄹ ㅁ ㅂ ㅅ ㅇ ㅈ ㅊ ㅋ ㅌ ㅍ ㅎ ㄲ ㄸ ㅃ ㅆ ㅉ
ex.: 한글 means Hungul. This word consists of two Korean characters(Hungul),한 and 글. And 한 consists of ㅎ, ㄴ and ㅏ,while 글 of ㄱ, ㄹ and ㅡ. In each character,the positions of each vowel and consonants can't be changed.If they are changed, the character and its meaning vary consequently.
Often they are called window-characters,not only due to their shapes,but due to their original letters enlightened from the shapes of ancient Korean windows and doors.