I'll add in my bits as well. No, the HMMWVs do not come with an electric block heater, oil pan heater, or radiator heater of any sort by spec. It's possible that one may have been added as a special requisition (or by private owner if you're not buying from GovPlanet), but don't count on this being there. They are equipped with a glow plug system that can get the engine started in most climate conditions. The military specification for extreme cold starting would involve the use of a specially-installed auxiliary heater kit that is fired up before starting the engine, allowing it to heat the engine and the cab before starting. These are very expensive and rather hard to come by unless you're just plain lucky, or decide to shop for your surplus HMMWV out of Alaska...
All that said, you can cheaply add heaters that plug into standard 120V AC at home. You can purchase a block heater for a standard civilian 6.2L/6.5L diesel engine, which installs by removing a freeze plug and then bolting the heater plug into place. Additionally [or in lieu of] the block heater plug, you can purchase stick-on pan heaters, which can be place on the transmission oil pan and engine oil pan. Each of these items is about $20-45, depending on who makes it, where you buy it, and the specific model you buy.
Next...the HMMWV can only be "instant jump-started" by another military vehicle operating at 24V. You'll do this with a heavy gauge cable known as a "slave cable" in military jargon, which plugs into the port on the front of the passenger seat base. Unfortunately due to the difference in voltages, there's no easy way to jump start your HMMWV off of a 12V vehicle, but it can be done. The key to this is understanding that the HMMWV uses two 12V batteries wired in series to create the necessary 24V for the system. The best option will be as others stated: charge one battery at a time and be as patient as you can be. Your backup if you only have one vehicle will be to try to identify what is the weakest battery...it may be possible that if you connect to only one of the batteries in the pair that it will be enough additional current available to help the HMMWV crank and start (I have done this successfully). If both batteries are evenly cooked...bring two vehicles (or two vehicle batteries) and two sets of jumper cables. Connect one vehicle/battery to each battery in your HMMWV and use that as your jump start. Be careful on all of these to observe the polarity and cable position in your HMMWV so that you do not accidentally connect both HMMWV batteries to any single battery or vehicle at the same time...the 24V from your HMMWV will likely damage any 12V vehicle if you make this mistake.
Last item: The best way to have reliable 12V available for accessories is to install a step-down converter to take the 24V output to 12V. This will ensure that the batteries discharge evenly and give you the longest, most reliable performance from your batteries. Another option is to use a load balancer (very expensive) and choose to tap off of a single 12V battery in the pair. With that, you'll have 12V available, plus the load balancer will monitor the batteries and ensure that any imbalance is correct via it's charging/discharging system for each battery. The compromise method, which is the method that the military had chosen, is to have a dual-voltage alternator. The main 24V system keeps the battery pair charged up, but there's a second output at 12V on the alternator's regulator that is installed to a single 12V battery in the pair. You will simply tap-off power from that same battery for your 12V accessories and that alternator will provide extra charge to that one battery to make up for the extra load demand.