At the moment, the only required .pdf is the "Lieutnant's Manual", which gives you the rules you used during the demo. After that, the two James' give you additional ships (and help restore faith in His Majesty's Air Service) and some rules, in particular turrets. The "Fleet" .pdf gives you 3D counters and maps, while the remaining are (roughly) fluff and design notes.
for the dices, you can use regular dices (green= D4, blue= D6, yellow= D8, red= D10 and black= D12). Personnaly, I bought fresh dices from my FLGS in the corresponding colour, and directly grab the colour indicated on the ship card.
For the maps, you can use any size of hex you already have, and print out the ship counter on scale. Most of the folk here have begun using BTech maps (can't see why, really

), but whatever you have on hand should do fine !
Finally, for the minis, the Lt's Manual and James' gives you printable counters with the top view of each ship and its name. Of course, nothing should stop you from using War at Sea ships, Legos, corks straight out of a bottle of Bordeaux/Fruit wine (choose according to your affiliation), sheets of paper....
Welcome aboard !
V.