Other mammals do have what we call wisdom teeth, the molars that lie farthest back in the mouth.
Often in humans, the jawbone is too small to accommodate these teeth, so they can’t break through the gums and become painfully wedged against the jaw and the other molars.
In other mammals, however, their jawbones are still large enough to house them. They’re referred to as “third” molars, and look no different than the other molars in their mouths.