as the chair says, unless they are 'polled' which is a type of selective breeding that means they are born/bred without horns. a typical breed is the polled hereford
Most cows are born with horn 'buds' that will grow into horns.
They are normally removed when the calf is just a few weeks/days old.
http://www.peta.org/issues/animals-used-for-food/factory-farming/cows/dairy-industry/dehorning/
A few breeds are 'polled' bred to be 'hornless' but these breeds are not the ones that have the best milk yield so the vast majority of dairy cattle have to be dehorned shortly after birth.