None are released yet but if you buy a USB connected device, you'll connect it to your computer just like any other USB device and also plug in its wall adapter.
If you buy a standalone one (Avalon ASIC), you'll probably just need to plug in power/ethernet and let it go.
There aren't any ASICs that mount inside your PC as far as I know... looks like they're just being sold as standalone devices as of now.
Butterfly Labs Single SC is expected to use ~60 watts, and others are estimated to use from 80-120 watts I believe.
No official pictures since they don't actually exist yet, but here are the mockups on BFL's page:
http://www.butterflylabs.com/products/
