Generally you only get the seals for bits that are directly involved, coolant bridge seals are usually there and a (wrong) thermostat seal but not the rear coolant pipe seal or the oil cooler seals.
Be careful if you try to remove the nuts attaching oil cooler to plate, Ive had two strip recently which means new cooler.
If you ordered off ebay etc then check the set on arrival and count all the stem seals etc. I would get genuine exhaust manifold gaskets (multi-layer metal type), the pattern ones dont last long.
Check the camcover gaskets, some pattern sets use a gasket that is the same section as original and quite soft but others use a hard plastic material which is different in section, do not fit this type, get originals if in doubt.
If you removed the thermostat then check the housing for cracks and refit with silicone gasket. You would also need two o rings for the alloy pipe to thermostat.
Check your new head bolts as well, a set supplied recently was missing a washer, and no, you cant use one of the old ones.