in the US, there’s the terminal Master’s degree (which leads to a career jump) and the PHD program, where you get a Master’s degree after 2 years then if your work is sufficient continue on to the PHD. So, you apply for the PHD directly if you want a research Master’s degree.
So the typical PHD includes the Master’s degree.
You can get a bachelors in CS then OPT for 2 years, start your PHD program and get a Master’s degree then OPT, return for the PHD, or CS then OPT then Terminal master’s degree then OPT or CS degree then Master’s degree then OPT – but most CS graduates use the OPT opportunity to improve their skills and resume, not to mention their bank account 
before moving to either a PHD program or a Terminal Master’s degree.