My kiddo had two infusions of Entyvio (we had to stop because of drug-induced Lupus). We were not required to get Epi pens. Epinephrine is what is in Epi pens - it's used to stop an allergic reaction.
Usually hospitals and infusion centers have it on hand - I haven't heard of people having to get their own Epi pens before infusions. We were actually told that it's quite rare to react to Entyvio - it's not like Remicade, where allergic rxns are relatively common.