Joe, yes, they came with the bike. As you're Stateside, I'm not sure what the model offerings were over there, but we got the Tour (naked), Sport (half? or full? fairing - I forget now) and Traveller - full fairing and pannier kit. They're Hepco and Becker panniers, who, like Givi et al, should be able to sell you a kit independently of MZ if they've got a distributor over there...
...time passes...
I've had a quick look at H&B's website and managed to pull up the part listing for the "Skorpion Tour" pannier kit which looks about right:
http://www.hepco-becker.de/_eng/frameset.php which gives the part number and fitting instructions (so long as your German is good). I'm sure if you have a rummage around on the website you'll be able to contact someone useful.
The standard fitment panniers are the smaller 30 litre boxes, but they do 40 litre boxes if you don't mind them being wider than the handlebars and want that extra capacity. Blurb about "Junior" boxes:
http://www.hepco-becker.de/_eng/frameset.phpNice bike by the way, I bet you don't get much "sorry mate, I didn't see you..." Do people ask you if it's a Kawasaki? That's a very Kwak kinda green there.
**Edit** Damn and blast it. The website runs some silly "frameset" thing, so the links don't point to individual pages but to the home page. I'm afraid you'll have to find the relevant info from there. Hit the "My motorbike" tab at the top of the menu on the left, choose MZ then type Skorpion then choose Skorpion Tour (the only option given), for the info for the bike, and Cases/Topcases in the left hand menu then Junior in the sub-menu that pops up for the other stuff.