The plastic dust collection stuff is hard to see, but some are usable under the table, others for freehand routing. They just click in place on most routers. The instruction book for the router may have that info. The two rods go through the openings in the router base and to the edge guide. The spare collet is valuable and you should find a nice, rust free place to store it. The wrench is for tightening the collet on the router. If you only have the one wrench, then there should be a button you push to lock the motor. NEVER, EVER change bits without unplugging the router. That bit is spinning at 20,000 rpm and will eat up anything it touches. Changing the bit while the router is plugged in sets that kind of accident and the slightest think can flip the on switch to on.
Nice table. Should be able to do a lot with it.
You will be surprised how much sawdust that thing spits out. You might want to invest in dust collection. A simple setup will help a lot, like the one shown below. Also , sawdust builds up on the table and can lift your workpiece up and mess up your cut so pieces don't match. So sweep the table clean before every pass. This dust deputy setup is not very expensive yet works fairly well. Be sure to empty the bucket when it gets about half full. There is a larger 4 inch port version, but it requires a different machine and larger drum. Sawdust is nasty stuff if it gets in your lungs,some woods are carcinogenic, so this should be on your MUST have list.