That really depends on the gimmick you are referring to and the wishes of the creator. In years past a gimmick would be sold with just written instructions. If you lost or Broke the gimmick you simply had to buy the gimmick again. This would be the case for something like the Color Changing Knives. The knives themselves had only basic instructions. If you wanted advanced teaching you would buy a separate book such as Ascanio's "Knives and Color Blindness.
As DVDs have become easier to produce these written instructions are increasingly being replaced with video instruction. You are still basically paying for the gimmicks but video instruction is included for free.
The most common effects that include "Refill Gimmicks" are effects that use short lived, disposable, or souvineer style gimmick. The easiest way to find out is to search for the effect you are curious about. So for example, a search for Souvineer Linking Rubber-bands (SLR)will include the primary effect and the refill gimmicks. http://www.penguinmagic.com/search.php?q=Souvineer+Linking+Rubber-bands
+ On the other hand an effect like Flash by Chad Long will only show the DVD + Gimmick and there is not "refill" available: http://www.penguinmagic.com/search.php?q=flash+by+chad+long
By doing a search similar to the examples above you should be able to see if the effect you are interested in includes a refill or if the DVD instructions are considered "free with the gimmick."