Most places if the holiday falls on a Saturday you get that Friday off (or a "floater" you can use anyday) and if it's on a Sunday you get the following Monday off.
There is no hard-and-fast rule though that says that you are entitled to such a thing though, as, of course, a business doesn't have to get you any days off, let alone a day that's not even a holiday.
NOTE: The above is more of a salaried employee thing and doesn't apply nearly as often to a business that actually has to shut down. They often won't get the day after a weekend-holiday off. It kinda depends on what type of business it is.
