1.) If you order just the board, you just get the board. There are options to add USB cables and relays. I do not know the details of your air ride suspension setup, so I cannot answer questions about how to connect it.
2.) 16gauge is fine.
3.) The board will draw about 70mA with all the outputs off. If this is a concern, I would suggest connecting it to an accessory circuit. With relays on all the outputs, the board will draw about 2 amps. This is not significant enough to merit its own run to the battery.
3.) Every vehicle's harness is different. Connection would vary from vehicle to vehicle.