Unless the CPU says 'OEM/Tray' or something along those lines, it usually includes a heatsink/fan and thermal paste. EDIT: The new i5-6600K and i7-6700K are exceptions to this.
All power cables will be attached to your PSU and you usually get a couple of sata cables with your motherboard and sometimes with SSD's.
The only other parts you will need are a screwdriver, an anti-static band and possibly some cable ties if you want a clean build.
Both of the above builds are good value and will play those games well at 1080P. In terms of CPU power both games will pretty much take whatever you can throw at them but in terms of GPU, even a $100 GTX 750Ti will play them easily. If you are mainly just playing those 2 games and don't mind medium/high settings on other stuff, I'd consider a better CPU and cheaper graphics card. The added bonus with this is that graphics cards are very easy to upgrade later unlike CPU's.
PCPartPicker part list:
http://pcpartpicker.com/p/ZgP7jX
Price breakdown by merchant: http://pcpartpicker.com/p/ZgP7jX/by_merchant/
CPU: Intel Core i5-6600K 3.5GHz Quad-Core Processor ($249.95 @ B&H)
CPU Cooler: Cooler Master Hyper 212 EVO 82.9 CFM Sleeve Bearing CPU Cooler ($26.99 @ NCIX US)
Motherboard: Gigabyte GA-Z170M-D3H Micro ATX LGA1151 Motherboard ($114.99 @ Newegg)
Memory: Crucial 8GB (2 x 4GB) DDR4-2133 Memory ($49.99 @ Adorama)
Storage: Crucial BX100 250GB 2.5" Solid State Drive ($83.99 @ SuperBiiz)
Storage: Seagate Barracuda 1TB 3.5" 7200RPM Internal Hard Drive ($48.89 @ OutletPC)
Video Card: MSI GeForce GTX 750 Ti 2GB Video Card ($109.99 @ Newegg)
Case: Cooler Master N200 MicroATX Mid Tower Case ($39.99 @ NCIX US)
Power Supply: SeaSonic S12II 520W 80+ Bronze Certified ATX Power Supply ($54.99 @ Newegg)
Operating System: Microsoft Windows 10 Home OEM (64-bit) ($91.75 @ OutletPC)
Total: $871.52
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2015-08-12 19:32 EDT-0400
Much weaker graphics card there but it is easily good enough for those games. If you plan on more demanding games in future you could just replace the graphics card. Also means you get a SSD, DDR4 RAM and a brand new gen CPU now. EDIT2: This system is ready to be overclocked as well in case you decide to squeeze a bit more performance out of it in future.