Hello, I want to buy a microphone but I noticed that some stuff does not come with it (even the cable, which I thought should be in there).

I understand why I need the cable and the stand, but is the shockmount necessary? What exactly does it do?

link of the mic I want to buy.
Most microphones come with little more than the mic, a simple clip, and maybe a wind shield. You also didn't link to a microphone there, you linked to a bundle which can include 1 of 16 mics, 1 of 13 cables, and optionally a stand, shock mount, and case.

Whether you really need a shock mount depends heavily on the mic and what you plan on using it for. A microphone designed for live use like the SM57 or SM58 (or probably most of the mics in that bundle TBH) probably doesn't need one. A condenser being used in a recording situation probably does. It's purpose is to prevent vibrations from going up the stand and into the microphone, which can create an unwanted ringing sound in a recording situation.