Yes, you need more parts to connect it. If it your cutter doesn't have DSP out of the box ( which most k40's don't ). Check out this thread:
viewtopic.php?f=70&t=2611
If you decide to go the way of DSP, then check out this thread:
viewtopic.php?f=70&t=2637
As for actually building the table, there are no real 'instructions' floating around ( I should have done a step-by-step since I knew this - doh ), but the image from the sales page can more-or-less get you through the construction. See here:
http://www.lightobject.com/Power-table- ... -P722.aspx
I think the way I did it was to basically flip the image upside down for reference.
Mainly, you just take your two blue frames and, starting with the 'thicker' one, on your workspace, You add the motor/motor mount. This is done with two fairly short bolts and pay attention to the orientation with the pics: You'll want the motor poking 'up' towards where the thinner blue frame will be and outward away from the table.
Next, you add your aluminum posts using the included bolts. ( One side of the frame will have indentations to accommodate the tubes and the threaded rods with the ball bearings on them ). Now, take your long threaded shafts and, referring to the brass fittings and brass sprockets on them, seat them with the ball bearings on the ends into your blue frame. When you do this, the brass fitting, which is actually two pieces, should be orientated so that the brass nut that screws onto the fitting is facing up ( towards where your thinner blue frame will be ) which also will place the brass sprockets nearest to your thick frame ( as in, downward ). Remove the brass nuts at this time. When you're placing these threaded rods, make sure you drive belt is going around the outside of each sprocket like in the picture.
At this point you should have your wider blue frame sitting on your table, with the motor attached facing upwards and eight things sticking up into the air ( four aluminum tubes and four threaded rods. Your drive belt should be around the outside of each sprocket.
Next, you slide on your black/silver table ( the one with all the holes in it ), so that all four aluminum tubes and all four threaded rods pass through their correct holes. Next, you screw back on those brass nuts to the brass fittings to secure the table.
Now sit your narrower blue frame down onto your aluminum shafts and threaded rods making sure that the side of the frame with the indents is facing down. Make sure all four of your threaded shafts still have their ball bearings on them and fiddle around until everything gets seated into it's proper place. Add the four included bolts through the blue frame to attach it to the aluminum rods. You can now flip your table over onto it's wider blue frame part.
Finally, add your tension adjustment ( the last blue piece ) to the bottom of the wider frame with the correct side up as per the picture using the two included bolts. The tension should be taunt, but not strong - it doesn't need to be very tight to work right. Before tightning the screws fully, slide the tension adjustment to your push the belt to the desired tension and then, while holding that tension, tighten the two bolts to hold it there.
That's the main part of the build. You'll want to make sure your table is running level to the frame ( I did this by measuring a set distance from the bottom blue plate up to the buttom of the brass fittings and making sure each one was equal before fully re-tightning the brass nut above the table ). Also ensure that your drive belt is properly place both at the motor and around all four brass sprockets.
If you build it and have issues such as binding when it's trying to go up and down, refer to this thread:
viewtopic.php?f=70&t=2455