Looking at the datasheet for that family of uC's, it appears that there is no OSC setting for the internal clock, so I would say it doesn't have an internal clock.
An external clock can be generated in the form of a crystal, nominally at 20MHz, however, if you look at the datasheet you will find under section 14.2, table 14-2 a list of oscillators and the corresponding capacitor values.
I always use a 20MHz with 18-22pf capacitors, depending on the crystal spec, which can be found usually on the suppliers web site. I use RS Components or Farnell for my stuff in the UK. Also, Digikey is a good source. Or a local electronics store.
What you specifiy your clock at is entirely your choice based upon your design, if you have time dependant features or need a high speed baud rate for the serial peripheral, you will need a 20MHz clock, if you are just turning LED's on and off, a 4MHz will do just fine.
Hope this helps.
Wilksey