From an end-user standpoint there's nothing you need to add/buy beyond the phone itself. All smartphones will support some combination of 3G/4G/LTE, Wi-Fi, and Bluetooth. Many also add NFC.
The Snapdragon 810 specifically, like many SoCs, comes with an integrated modem on die (Cat 9 LTE in this case). Smartphone OEMs will still need to add additional chips, like an antennae switch and power amplifier for transmit, in addition to the necessary antennas to fully support cellular service. Also, NFC, Wi-Fi, and Bluetooth are implemented with separate chips and are not integrated into the 810 die.
- Matt