Why swap all that when there is no need? Swap the bolt if the threads are gone but I would doubt there is any need to change the rest. Obviously if the pads are nearly worn out then do them as well though.
Depends. Do you have studs coming from the hub with nuts to go on, or do you have bolts that screw through the wheel into the hub? If you have studs then you can typically press them through the hub and out the other side - refit a new one the same way. If you have wheel bolts then the thread inside the hub may be damaged as well in which case you need to swap the hub and that'll mean unscrewing the driveshaft/hub nut which will be very tight.