When you get open box, you usually won't get anything except the mobo itself. I got a open box P5B Deluxe with WiFi and it was a great value. Everything works on it and I couldn't be more happy with it. It didn't come with any cables or anything, but some people have gotten the box and some other accessories with their open box items, just don't expect it.
No, just download all the drivers from the man. website and put them on a CD. It's really easy.