The toolkit on bikesdirect is probably crap.
You will only need two things to assemble a SSFG from bikesdirect: a 15mm wrench (I got a Craftsman one for like $9) and a set of 4,5,6 mm Allen keys like this

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You also should have a chain whip and lockring tool but for now you can just ask your LBS to tighten your cog and lockring for you.
While not a tool, you should get a tube of grease for the pedals and seatpost.