If it doesn't come with the bolts to mount to the drop outs and frame mounts (holes where caliper brakes would go), get hex bolts (allen key) and washers to mount. Oil the threads and don't overtighten.
The hardware is stainless steel except for the nuts and bolts, which are zinc plated and will rust quickly. I replaced the nuts and bolts with stainless button head bolts and nyloc nuts from http://www.boltdepot.com/Default.aspx
You will probably need a spacer to go between the rear fender and the frame where it mounts at the the front of the fender. I used a piece of carbon fiber tubing (arrow shaft) with a long machine screw through it. I've seen a wine cork used the same way.
What kind of fenders did you buy? I am looking at buying a pair for my bike.
I went to my LBS and got a Planet Bike set for US$30. Nothing fancy, but my commute is barely over a mile long, and I will only be riding trails on the weekends. This is my first winter riding, and my first time ever needing fenders. I could have had my LBS owner install them, but he seemed busy so I declined his offer to put em on for me.
I use the SKS fenders. The mounting hardware is OK except for the clip that fits over the chainstay bridge. It is useless and best replaced by a zip tie through a small hole drilled 1cm from the end of the fender.