[Yeah, Link's first exposure to electricity were the monsters in Jabu Jabu's belly. Fun association, huh?]

There sort of are, but not in the same way. There's Poes - they're restless spirits. And there's guardians, like the Great Deku Tree - they know lots of things and might know some magic, but they're not really like the spirits here. And there's the Goddesses, but they're not the same either.