Fender Liners are needed. I believe the small piece is an adapter for the stock under engine cover. It's used to extend it so that it can reach the bumper and bolt on to it.
Here's a guide I found online (check out the PDF attached):
I'm planning on getting the bumper as well, where did you buy yours and how much was it?
If you ever give up on installing it, I'd be more than happy to buy it off you
Let me know how the install goes! Good luck!