You'd have to purchase the parts to make it work. The dealership sells the fuel lines and sensor if you wanted it to be like a factory 2014 truck but what most do is just buy the sensor and plumb it into the fuel system back at the fuel tank.
So you'd need the flex fuel sensor, fuel line connections. Extend the wiring for the flex fuel harness that is already under the truck. (may not be required on single cabs) Then a custom tune would need to done to enable all the flex fuel features and to properly dial the tune in.
The factory 2014 trucks were rated at like ~25hp gain at the crank over regular fuel. I forget the real number but it's a okay improvement. And you trade that for fuel mileage because an E85 blend will get worse mpg. Overall with a proper tune and time put in I'd say 20hp with similar torque gain can be had with that fuel. I did this to my truck and my data logs report similar data.
Headers have a huge variety, there are many companies that make them. You can spend as little as like $350 all the way up to $2,000+ for headers. Price does not mean better performance, mainly in fitment and quality of metals/design. Cheaper headers also won't come with cat converters, so passing emissions or just not wanting to smell like rotten eggs and unburnt fuel is something to think about. Having cats also keeps the exhaust quiet, cat-less exhaust will be stupid loud on just about any muffler combination.
Power gains will always vary because of where you live, what fuel is used, how good the tune is etc etc. Figure it's worth 20-30hp in the mid to upper rpms as it tends to shift the power band up in the rev range.
Between those two things there is a potential to add 30-40hp. Also there isn't a place that says this mod does "X' horsepower gain, there are just too many variables. It's all ball park figures.