You can be pretty certain that they will come with the OEM numberboards and class lights. Correct me if I'm wrong, but I don't think class lights or numberboards were one of the "betterments" done to the F3s.
As to how they are offered, they come with a fixed pilot screwed to the body. The three rail version has a larger opening for the claw. The 2 rail versions have a scale opening for the Kadee coupler. Since these are brass castings, the fully scale pilot is a separate order item for the 3 rail locomotive.