the mtx-l is self contained so to speak. the gauge has multiple wire/cables coming out of the back of it... it has a serial cable out, serial cable in, power cable, and the cable that goes to the wideband o2 sensor. it comes with the 02 sensor and an intermediate cable going between the gauge and the sensor. you can get them with different length cables going to the O2 sensor. i think its 3 or 8 feet. dont hold me to those lengths, but read the description when you buy because there are two different part numbers with the difference being the cable length. it also comes with a serial out extension cable. You will need to buy a USB to serial adapter cable to connect the serial out cable to your laptop. This allows you to turn a USB port into a COM port. you then set that port up in the hardware configuration of BE so that it can recognize and log the wideband. (there is a little more to it than that, but that is the gist of it).
i dont know much about the other sensor.