Does this come with the wall sleeve & grill, or do I need to order these separately for a new installation?

This does not come with the wall sleeve or grill and will need to be ordered separately. Please refer to the "Accessories" located on the product page where you can find these compatible items. See here as well for the Amana PTAC Unit Wall Sleeve and the Amana PTAC Unit Standard Stamped Aluminum Outdoor Grille. If you have any further questions, please call us and we will be happy to assist you.