Sacramentals and sacraments aren't the same thing. The OP was asking specifically about sacramentals and I can assure you that the Catholic church does indeed have them. Holy water, making the sign of the cross, icons, prostrations, candles, incense, etc. are all examples of what sacramentals are. Sacraments are, of course, things such as the Eucharist, Baptism, Chrismation, Confession, Marriage, Holy Orders, and Unction.
To answer the OP, I'd have to say that Pentecostals don't refer to prayer cloths, annointing oil, and other things of a similar nature as sacramentals. They simply don't think that way and would probably be offended to have the Catholic connotation, just like they refuse to accept the terminology of sacrament to the exclusion of the word ordinance. I was raised Pentecostal and while being annointed with oil and having people lay hands on you to pray over you was important, it doesn't even approach the significance or meaning that it does in Orthodoxy or Catholicism.