No actually they have SocketConnection and ServerSocketConnection classes that you can use that are part of the J2ME API packages. Or you can create Servlets to handle communication between J2ME device and a Server to do your work for you.
For J2ME-CLDC RMI (and serialization, and dynamic class loading) is not supported, per the CLDC spec. Serialization and RMI (and dynamic class loading) have JVM level implemantation details, so there is no .jar that can just "add it in". Hence, it's not going to happen on a CLDC (e.g. MIDP) based system- at least not a real, J2SE compatable RMI. For CDC class RMI systems (and serialization) is supported.