Texas typically uses label-sized tags, not big bulky transponders (I think one of the Texas toll agencies does sell portable transponders, but they're uncommon and not found in rental cars).

I actually can't recall if rental cars in Texas typically come with toll tags, but if they don't, the toll agencies bill toll usage by license plate, so regardless, from your perspective, I don't think there's anything to do (no transponder to collect)--simply drive your rental car on a toll road and you'll get charged in accordance with National's policy for Texas. Worth asking the rental agent when you pick up to clarify, though.