With my current therapist yes a treatment plan was made at the start. Though naturally said treatment plan has had to be modified as my therapist and myself have gotten to know each other better, and to fit my life circumstances now which were rather different when I started my work with her back in March.
However, most of the therapists I've seen before with the exception of one did not create a treatment plan, or do any goal setting, or anything. I am the type of person who likes having a plan in place even though it'll inevitably need modifying later on, I require the structure as a person with Schizophrenia. I think I just had a bad run of therapists. Finding my current therapist has been a huge gift that I am quite grateful for.