There are a lot of settings that need good monsters: medieval fantasy, modern horror, post-apocalyptic science fiction, space opera, and even super hero to name a few. Monsters are a huge part of our mythology, and as such they can be found in just about every game.
Fate Core does not have its own monster manual because it is a generic system that can be easily applied to any genre we want to play in. So where do we get our ideas for monsters? Well there are plenty in Fate-based games: Dresden Files, Atomic Robo, and so on. But you can also pull them from other sources. My personal favorite place lately has been the D&D monster manual.