Brake caliper service kit?

Those are inside the caliper ears, the slide pins go through them and they keep moisture out of the bushing that the slide move in. They also help quiet the brakes by letting the caliper float on the rubber so you get less noise. Don't be surprised if they are missing, many people will remove them or leave them out because they didn't buy them. The black covers are supposed to snap over the ends of the bushing to further protect the slider. The metal piece is a shoe retaining spring. Goes on the back of the inner pad so it sticks to the piston. Some pads come with it built in, others don't. I like to clean off any grease or crud on the sliders and inside the caliper, then apply a light coat of Silglide grease. Don't use any type of petroleum based grease, it will cause the rubber to swell and bind the caliper.

How do you change them

I use a twisted pick to pull them out of the groove. Then clean everything and install the new ones with a light coat of silglide (or other silicone grease) by just squeezing them in and they snap into the grooves.