The dongle is part of the device package. It’s pretty common in motorized window coverings because it lets the manufacturer provide different dongles to integrate with different automation systems.
Zemismart’s motorized window coverings are, I believe, mostly made by Tuya, and have two different zigbee dongles that might be included.
There’s been quite a bit of discussion in the forum over the last two years that one of the Zemismart window covering dongles can be made to work with smartthings and so far the other hasn’t, probably because of tuya-specific code.
See the following thread for discussion of the various different models and issues therewith.