Obviously, in addition to the pump, and auger head, you need a valve. You want the valve to be able to handle whatever your needed flow is, and also be able to handle a motor, rather than just a cylinder. You will want to be able to reverse it. Great when you get wrapped up in a root or immovable rock. Make sure you get a valve that maintains it's position, with a center detent for off. That way you can run the loader controls without having to hold the auger valve open.
You need some form of tank/reservoir. How big depends on how much you plan to run it, and if you have a cooler in the system. Bigger tank lets more heat escape from the oil.
Filter is certainly a nice thing to have, and I'd put one in, but isn't absolutely mandatory. I've got 3 small Case tractors that are hydraulic drive, and PTO that don't have filters. They're all over 40 years old, and still tickin' along just fine. I put together an auger for one of them, and it's absolutely fabulous when I need post holes. I believe my Case units put out around 8 gpm. The tank is only a couple gallons if that, but they all have an oil cooler to take care of heat, plus whatever extra oil is in all the various lines, and cooler.