Which Groupset?

The wolftooth spacer is about getting the upper jockey wheel away from the biggest sprocket, if whatever derailleur your using on whatever bike you're using clears that anyway then you don't need the roadlink. Try it and see, it seems newer shimano mechs can generally take bigger cassettes anyway, despite what they rate them to. If you're confused by the direct mount stuff it's a different way of mounting stuff (from MTBland) without the traditional hanger, that sits further back. You'd remove the bit that looks like a roadlink, that just adapts it back to "normal" and comes attached, and bolt it onto a direct mount frame.