Directx - Drawing Prmitives vs. Meshes (Lighting issues)

If I draw a primitive (triangle strip for example) with vertices setup with this FVF:

#define SIMPLE_FVF (D3DFVF_XYZ|D3DFVF_DIFFUSE)

I understand that I can expect no shadowing whatsoever even if lighting is turned on.

This is because there are no normals in this FVF, correct?
- Or do normals even go in the FVF?
- Would I have a normal vector?

When I'm drawing a mesh (.X), normals are calculated for every triangle (if I remember correctly).
- Therefore, I can create a directional light source (like the sun) and pretty shadows will appear
- Even if the vertices have only colors & positions, shadows will appear
- By shadows I mean brigter and darker triangles corresponding to their angle to the light source
- Am I correct here ?

I'm a bit rusty on this directx stuff, it's been a while for me.

I'm trying to nail this stuff down in my brain so that I can proceed with more complicated stuff.

Thanks