They did. The British and the Canadians and the Free French and all the other participant nations (Poland, Norway, Greece, the Netherlands, likely a few others I've missed) and the US provided a pre-landing bombardment by both air and sea, which was not quite effective for multiple reasons as will be explored in the threads linked below. Some of this was to great cost; USS Corry (DD-463) was sunk due to enemy fire whilst providing gunnery support off Utah Beach.

u/davratta and u/Badgerfest discuss the aerial side of things and why it didn't quite work, while u/thefourthmaninaboat ably covers the naval side of things in four threads:

• Bombardment in general in two posts;
• battleships specifically;
• destroyers and small craft;
• plus some discussion this thread.