Is the 06 grizzly 660 suppose to have brake pad shims and insulators.
The manual shows them but my grizzly does not have them.

 

I've seen them with shims or without, the earlier 2002/03 models tend to have the shims. I wouldn't worry about it, if it's never had a brake pad replacement that you know of, chances are it does not have the shims since there are none on it.