Nope just the screws, specifically designed for pocket holes. They take a square drive bit.
Roughly 10”x 8 1/2”x 2 1/4”
That's the quantity of screws that come in the kit, there are 5 different sizes, well worth the price, trust me, you can't go wrong. Once you get the kit, you'll always want to get a project started. There are 3 course and 2 fine thread types of screws.
Yes, You can purchase extra drill bits for Kreg from you local Home Depot or through them online. I hoped this helped you in answering your question.
The blue ones are for exterior use. The others are not stainless steel.