Nope. With current Web'n'walk contracts you are getting access to the 3G data network, not their WIFI hotspots which cost extra.

I have ordered from mobilephonesdirect. However, I have not got the WnW option from them.

T-Mobile tell me that all of their Combo 30 contracts include WnW anyways, so I'm not sure what's going on there.
Besides, I want WnW plus, which allows tethering, streaming media and has a higher usage cap. This is not available via mobilephonesdirect but can be added to the T-Mo contract after it has been set up.