Do these discs also include the movie itself?
Not usually. There would be a movie disc, and a bonus disc, which would have the extras on it. There are of course some exclusions. I think the Region 1 version of Shrek has a different version of the movie on each disc, and some of the Region 1 discs I have are double sided, with a widescreen version on one side, and a Pan&Scan version of the other side…
But as a general rule, you will only get one copy of the movie.