What do you wear for participating in a triathlon?

Do you wear something that’s multi-purpose or do they give you a chance to change out of your swim suit?

Question about transitioning between swimming and biking in a triathlon?

I’m not sure what kind of clothes I’m supposed to wear. I don’t think I can manage to run without a sports bra/just in a swimsuit. Should I just slip on my sports bra over my swim suit?