I've never changed a cat on a 3.2, only 2.5 & 3.0. I believe for fitting you will need the gasket at the manifold end. Two of the distorted thread all metal lock nuts, they're M10 I think. I seem to recall that they're made of copper. Ideally fit two new studs, if they come out easily. Else leave them alone or they might shear off.
At the other end since it's new it should have pre-threaded drillings in the flange to accept set-screws inserted from the middle section flange. The middle section flange is not threaded. Else use a suitable length nut and bolt with spring washers. The usual issue with separating the middle sections from the cats is that the set-screws shear in the cat flanges and you have to drill out the broken bits. Pain in the backside if the cat is still on the car, a simple job suddenly gets difficult. You won't have that issue, but I suppose you could consider drilling out the threads on the cat flange before you fit it. That way you won't have trouble if you later want to renew the exhaust.
Some of the members use some Loctite (or similar) high-temp sealer joining the middle section to the cat.
£235 delivered sounds a bit steep to me. Is it an original or an aftermarket?