There are probably boards that come with them but it's not typical. You can buy a pack of 250 for probably $10 online, they are easy to come by.
you put one o-ring around every key stem. The o-ring hits the edge of the switch after it actuates but before the key bottoms out, so you hear rubber on plastic rather than plastic on plastic
I saw some images online with people using two o-rings, but i'm not sure if there is any point to doing so. Perhaps for very tall key caps.
I think it became retro when the 9th gen consoles started coming out.
To me, current gen is current, previous 2 generations are not retro, and anything older is. Many 360 models still had analog video out (as did the PS3 and Wii), so arguably it's the final generation built with CRTs in mind.