Do these lights work as daytime running lights or do I have to wire them to my headlights?

The included wiring harness is pre-configured for DRL operation, so they'll sync with your vehicle's daytime running light circuit automatically once connected. No additional programming needed.

Will I need to remove the grill to install these?

Mounting method into the grill assembly isn't detailed in the specs—before committing to installation, you'll want to do a test fit to confirm whether grill removal is required and what fasteners work best for your setup.

Do these come with bulbs or am I buying just the housings?

These are complete LED light assemblies, not just empty housings. The LEDs are built in and ready to go once you connect the wiring.