Do I need to use a gasket between the header and cylinder head?

Yes. Use a quality header gasket at the head flange to prevent exhaust leaks. Most builders spec a composite or multi-layer steel gasket for longevity.

Will this bolt up to my factory exhaust system?

The header uses factory mounting points at the head. You'll need to confirm your downpipe or cat connection is compatible with the outlet diameter before purchase.

Does this need a heat shield or ceramic coating?

Not required, but recommended. Stainless steel radiates heat better than mild steel, but under-hood temperatures are still high — a heat shield protects nearby wiring and plastic components.