I am building a bike from the frame up, but have no experience at it. So please forgive me if I ask a lot of dumb questions.
With this frame AC059 Carbon cyclocross frame disc brake - Shenzhen ICAN Sports Equipment Co., Ltd. the stats for the Headset and Bottom Bracket are below

Headset: 1-1/8",1-1/2"
Would the head set below work with my frame? and is that all I need, would I need anything else for the fork/steerer tube?
wiggle.com | LifeLine 1-1/8"-1.5" Intergrated Headset with Carbon Cap | Headsets


Bottom Bracket: BSA/PF30
Will the following bottom bracket and crank work in this frame, this bike will also be Di2 with hydrualic disc brakes
wiggle.com | Shimano BB-R60 Ultegra 6800/105 5800 Hollowtech ii | Bottom Brackets (and do I need English or Italian thread?)
Shimano Ultegra Double 6800 11 Spd Chainset, Chainsets, CHAINSETS ROAD

Not enough info. The headset could be 1 1/8 X 1 1/2 several ways - integrated, semi-integrated or semi and external.
The BB, BSA and PF30 are mutually exclusive - two different kinds of BBs.

All this. That sales page lists options. Either English BB or PF...between the two I'd always and forever choose English. PF never works in reality as well as engineers in CAD studios imagined.

Headset-ask the maker. Page doesn't give enough info.

The headset will work but please try to get one in matte carbon not gloss. (Assuming the frame you bought is the same matte carbon finish as pictured. Haha)

Okay, you need this style in a 68mm width (english).https://www.wiggle.com/fsa-pf30-road-bottom-bracket/

Also, adapters exist to convert a shell designed for PF30 to other systems.

ok thanks for that. So the Ultegra BB wont work? And I was planning on getting the frame in Matte but im curious to know why you say don't get it in gloss

It's an aesthetics matter. In theory, you would want to match the finishes of components to the bike to make the bike appear more uniform in appearance.

Ultegra is not compatible with the PF30 design. But, because Hollowtech II, Shimano's high end technology, features a 24mm diameter axle, it is possible to fit a Shimano crank in a PF30 shell.

Gotta do it... Let me google that for you