Multiple desktops is indeed on by default in Mountain Lion, but you aren't given any instruction on how to use them. Putting an application into fullscreen (the new button on the top right of a window) will put it into a new desktop, and four finger swipes switch workspaces (along with ctrl+direction), four finger upswipe will display all visible desktops, and allows you to create new ones and close discarded ones, as well as move windows between desktops. Again, this is indeed all turned on by default. Even the dashboard is now implemented as a virtual desktop, instead of an overlay like in previous versions of the OS.