Actually, they come with xterm as their terminal emulator.
A terminal emulator is a program that allows a computer to behave as though it were a certian type of terminal. xterm is the terminal emulator for the X Window System.
A pseudo-terminal, on the other hand, imitates a terminal. Terminal, winterm, and hpterm windows are all pseudo-terminals. They present the user with a window that imitates a terminal. This means that each window can be used to run different processes that function independeantly of the processes running in other windows. However, winterm, hpterm, and Terminal windows are not terminal emulators.