Sorry to be the dumb guy on the block

but I am very new to the mod game and this is my 1st turbo car . (Sonic LTZ hatch 1.4 Turbo Automatic)
I am no where near a car mechanic and I don't race.....but I do like the sound of more horsepower and more torque. So please bear with a normal smuck like me.
1. Is this "tune" simply a software update to my Sonic's existing software?
2. Is new hardware required? Like new exhausts, or low flow air filters, etc.?
3. Since I am in central NJ is it simply mailed to me?
4. I hear talk of a cable. I understand that one end would likely plug into the socket under the dash above and to the left of the brake pedal but what does the other end plug into? Do I need another piece of equipment?
5. Does the HP go from 138 to ~200? and the Torque from ~148 to ~ 200?
Sorry for all the questions but I am all for more power. The increase in MPG is nice too but I only have a 6 mile commute to work so that is not the big driver.
Thanks in advance to all who cares to share their wisdom.
Key1