They do but a surge protector usually has a very low joule rating compared to a higher end surge protector.
At home I have my APC 1400 Smart UPS XL (yes the 55lb / 25 kg one) connected to a 2800 joule surge protector. And on top of that I have installed the $100 whole house surge protector that connects directly into my main breaker box. I believe the 1400 XL has a 600 to 800 joule rating.
well i want to do is this. i have an outlet on the wall. one outlet is connected to a switch on the wall (usually used for lights/lamps) so that leave me with one available outlet which is used by the UPS backup. on the outlet that is being used by the UPS backup i want to put a surge/power strip so i have more outlets to use. i want to plug two UPS back ups into the surge/power strip.