The ORIGIN line is not a feature: it's just a flag to signify that the DNA sequence portion of the Genbank record is about to begin.

As to what that sequence contains - it's entirely dependent on the individual entry. In the case where introns, exons and UTRs are annotated as features and lie within the given sequence then yes, the sequence will contain them. You'll see other cases where a feature has been annotated but lies partially outside of the given DNA sequence.

Suggest you examine a few example Genbank records to get an idea of their contents and look at the sample record page.