That was true back in the xp days but I haven't had to manually hunt down drivers in years. Although I still manually install my graphics drivers since the ones you get through windows update aren't near as current.
It's definitely still true. Every windows install from a non-OEM copy in the last few years has required me to sneakernet my network drivers before I could do anything (including get other drivers). Linux has actually been much better for this since the release cycles are shorter and the barrier to getting a driver officially included seems lower (requires WHQL certification on windows, which presumably is not only work but costs money).
It's actually been quite a while since I've had to do the driver hunt for Linux, but it's been routine with windows (unless you use the default oem install, obviously).
I guess one thing Windows does well is pulling drivers from Windows Update. So if your network card is supported there is a good chance you'll get things working. Unfortunately not every network card you can throw at it will work out of the box.
Pretty much every time I install windows (only for the games) the first step is to boot into linux, download a windows driver for my network card, then boot into windows to install it so I can start downloading other drivers.
It's actually been quite a while since I've had to do the driver hunt for Linux, but it's been routine with windows (unless you use the default oem install, obviously).