Do hairless cats like Sphynx get fleas or not? It would be really cool if they don't but I'm not sure.
They can be bitten by fleas, but don't get an infestation like cats with hair do.
So fleas only live and thrive in hair?
Yes. Hair gives them protection and warmth.
Apart from anything else, it's much easier to spot a flea on a hairless cat and to get rid of it.
yep

Then if I have a cat, can I just shave him? To get rid of his fleas?