Our CS major doesn't directly require an ethics class, but ethics do show up in specific classes when it's appropriate. My security class, for example, starts off with a lecture on the topic and it comes back multiple times during the semester.

Generally speaking, any university CS major will have a variety of "in major" requirements, a variety of "out of major" requirements, and a set of open holes for "electives". If you wanted to study more on ethics or whatever else, you could work those into your out of major requirements and/or electives by taking classes in other relevant departments.