FUSE ESB ships Activemq OOTB, so you already get message related functionality through Activemq.
Yes Fuse ESB offers a message broker out of the box which is based on Apache ActiveMQ. Also Fuse ESB can talk to other message queueing systems such as IBM WebSphereMQ, OracleAQ, HornetMQ, Tibco, SonicMQ, etc.
You can read some more details at the ESB product introduction docs at
As well find other docs here