Yeah. There is a stock brake cooling air guide attached to the lower arms, but they're weak for many reasons.
First off, they're tiny as you can see in this picture (51790L/51790R).
This sort of air guides usually need to be much larger (especially in downward direction) in order to be effective, since the most airflow are blocked off by a bumper & inner fenders. I'm not sure about the PDEN but the grills (marked below) is not actually a grill. It's a wall with a grill pattern.
So, you have to either modify your bumper or
expand downward to get some airflow with this sort of air guides. However, the downward expansion greatly reduce the ground clearance (You have to buy another air guides pretty much every time you enter the tunnel car wash with one-sided conveyor, because it will be broken). This self-destructing feature is of course a big nono for car manufacturers and I believe this is the reason why they are so tiny. However, there are some aftermarket/custom options in this design.
Secondly, the brake dust covers(51755/51756) which are located between the air guides and rotors kinda block the airflow. I would guess this reduces the effectiveness of tiny air guides even further.
I tried one aftermarket air guide (which is originally built for other cars, so I had to modify some bits) and it seems it works somewhat better than the stock. I didn't do any experiment in a controlled environment, but according to my cheappo IR thermometer, both rotor and caliper temp were dropped for about 5-10% compare to the stock, after the same-paced 20 minutes session on the same track (measured at different days but a similar ambient temp). Not really a great improvement.
If you want something more effective, you need to work your way up from the front bumper, like this one (991.1 GT3).
However, it's kinda hard to get those kind of structures/fitment with aftermarket/custom options. So you're probably better off with silicone hose based duct. This is the type that works best anyway and applicable to any cars. Cons are, a) they're a bit fragile (often get punctures), and b) you have to modify your bumper in most cases.