No - hardly any chip comes with wires attached as chip placement etc would mean wire lengths would be impossible to predict without making them to long or short.
Also pre cut wire is harder to solder duo to partial oxidation due to extended exposure. Not a huge problem but still can effect difficulty of installs.
Well the tools you will need are described here :
www.psxmodchips.net/ps2tips.htm
where to buy depends on where you live, places like:
RS
Farnell
Jameco
Radioshack
JayCar
Tandy
****Smiths etc
all stock what you need.