Question

Are Legendaries like wild pokemon and newly hatched,do they have Evs or not?

Answer 1

Legendary pokemon still yield EVs when you defeat them. But they also start off with none when you catch them, as with any wild pokemon. So EV training works just as it would with any pokemon.

Comments

Even Event Legendaries?

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Yes, basically all "new" Pokemon you get have 0 EVs. Only pokemon you have battled with (or someone else trained and traded to you) will have EVs.