Improved Familiar Attunement is your Wizard Thesis choice. So that takes up the Thesis slot on your character - not a feat slot.
You do indeed get a familiar for 'free' (after paying the Thesis choice for it).
In general if one feat or other character build choice says 'you gain X', then you get it without paying any additional cost. So Improved Familiar Attunement does that with "You gain the Familiar wizard feat." Or even more complicated with Herbalist dedication giving you the Basic Alchemy Benefits which says "you get the Alchemical Crafting feat".