Have a closer look at the back of the DA-15 plug, near the cable, look for any exposed wires, as like you said, there should be a small ADB cable that comes out of the video plug. The AppleVision and ColorSync displays require ADB when being used on an older Mac...and I've never heard of a version of any of these displays being sold without the ADB plug. If there's no exposed wires, and not even any evidence that there was once a cable there....I'd say that the cable's been damaged at some point, and someone's hacked on a cable from another display. Speaking of which...does it have a VGA plug, or an Apple-style DA-15 plug? None of these monitors EVER shipped with a VGA plug, they all had the DA-15 plug, and shipped with a VGA adaptor in the box for Windows users. If yours has a VGA plug, that'd be an aftermarket mod, not done or supported by Apple, and that would be why you're missing the ADB connection.

In any case, if you're going to be using the display on an old Mac, a MiniDIN-4 cable running from one of the ADB ports on the monitor to the Mac should get the ADB functionality working.