I don't own a Pro-ject deck, but I think I can answer most of these questions.
The red tab should be removed, as it's clearly there just to lock the arm in place during transit. You won't be able to move the arm over the record unless you take it off.
The cartridge is an Ortofon OM10, an MM type which shouldn't be too demanding of a phono stage/preamp. The Pro-ject preamps can be very good; I used to own a Phonobox SE, and the later SE II is well-liked. This has now been replaced by the DS+, so you might find an SE II at a good price. Below this there is the Phono Box S, another new model. Even the most basic Phono Box MM should work perfectly well with the Ortofon, which can be upgraded with the Stylus 20 when/if you feel like it.
As to the accessories: top left is a simple stylus pressure balance, to make it easier to set the correct pressure. Next to it, in the plastic bag, there are what looks like a spare belt and (probably) an adapter for 45 rpm singles with large centre holes.
Below these, you have a basic alignment gauge, only needed if you are fitting another cartridge, though you can use it to check the alignment of the one fitted. On top of that, the key-like object is actually a tool to change speed by moving the belt on the metal pulley, which has two levels for the different speeds, 33 and 45. Currently, it's set for 45 rpm according to the previous image. The tool enables you to move the belt without getting grease from your skin on it; this can adversely affect the belt, necessitating frequent cleaning.
UK importer Henley Designs have some useful set-up guides on their site. The video for the Debut SE/3 https://www.henleydesigns.co.uk/Debut-Set-Up-c585
is currently up, and this deck is reasonably close in design to the 1.2, so the video should be some Help. There's also a PDF of a general Pro-ject turntable manual.
It looks as though the bias (anti-skate) weight and thread are missing from the back of the arm. The thread should hook over the black metal wire nearest the platter (see 3rd photo). If these aren't somewhere in the packaging, you'll need to obtain spares from a Pro-ject dealer.