Looking at getting a Turing Pi 2.5 but not sure what exactly comes in the box. For example do I need to get the 24 pin PSU, Power Supply, and Heat Sinks separately?

yes

I suspect you asked the same question through ask@turingpi.com. The box contains the board itself, packaged in an anti-static bag, four fan extension cables for NVIDIA Jetson active heatsinks, and both M2 standoff extensions and M2 screws. No other components are included.

Awesome, thanks!