Yes, must be purchased
The one in the glove box is for connecting trailer electric brakes. It's in the manual somewhere. You must purchase your own trailer harness. There are a lot of adapters sold at auto parts stores too. They were all sold out of what I needed for my 4runner, so I went to a camper place and they had everything.
The picture shows the adapter , it is a barrel shaped plug that will fit the 7-pin toyota socket. Depending on the trailer you're going to tow, the other end needs to be the right kind of plug. Most small trailers are 4 -wire type flat connectors, since they don't have elevtric brkaes. When you start to approach 2000 pounds, you should get a trailer that has it's own brakes for safety reasons. Thats when you will need the brake wiring harness in the glove box.