Does Coinbase give you a key?

Excuse me, I'm a bit confused about something regarding Coinbase. I've heard that cryptocurrency exchanges like Coinbase allow users to buy, sell, and store digital assets. But I'm wondering, does Coinbase actually provide users with a private key for their cryptocurrency holdings? I understand that private keys are crucial for accessing and controlling one's digital assets, so I'm curious if Coinbase offers this level of security and control to its users. Could you please clarify this for me?