The inner fender is welded to the outer shell so it comes with it. The inner wheel housings bolt to the fender and those are your choice. I usually unbolt them and then clean and repaint them.
You don't have to remove the bumper but you need to wrap a rag around it if your worried about scratching the paint on the fender.
Don't forget the front air dam and the lower support brace and the battery tray. Good time to blast the battery tray and coat it with bed liner spray to stop the rot.
While you have the fenders off it's a good time to undercoat the new ones and check the wiring and brake lines for damage. Also is a handy time to do any engine work since it's out in the open.
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