that depends on the developer who maintains LineageOS for the respective device.
Custom ROMs for FP3 (and also FP4) normally do include those firmware files.
So if you’re using the official LineageOS, iodéOS or /e/OS, you should get firmware updates.
But this is not the case if you use LineageOS4microG, as these builds do not contain firmware blobs.
I once just adb sideload
ed the official LOS over LOS4microG to get the newest firmware blobs and then adb sideload
ed LOS4microG again.
But keep in mind that a downgrade usually doesn’t work. So the LOS build must be newer than the originally installed LOS4microG build. And to be able to sideload LOS4microG over LOS again, this build must in turn be newer than LOS. Otherwise, the operating system will not boot.
This process worked perfectly for me without any loss of data. Nevertheless, it is preferable to make a backup beforehand.