he's referring to the "Find" button at the top of the page. Most probably you will find your answer using it.
But to answer your questions:
The air intake yes will help but I personally don't care for the Araid it's open design lets all sorts of cr*p in. Look into the Violant (yes I know it's 3 times more costly) you get what you pay for.
http://volantperformance.com/
The headers will allow the engine to breath better but will also produce additional hp so no mpg gain there depending on how heavy your foot is. If you can manage to keep your foot out of it then yes probably you will see a couple additional mpg's.
the cat back system will make the truck sound better but will not really make a noticeable mpg change.
pcm-reprogram. this may help with mpg. again depending on how heavy your foot is. It will most likely change the shift points for the trans and perhaps the fuel curves I'm not certain exactly what all the sma program changes.