The relief valve you are referring to should be already attached to the compressor. It limits the output of the compressor to ~120PSI.
The regulator is required. Check the
Pneumatics Manual and the last page of the
Robot Manual for the checklist. The checklist states this, along with the pneumatics manual.
These are the only 2 things that are required for pneumatics. Everything else is optional, but you cannot use anything else other than what comes with the kit (other than the 3 cylinders in the order form).