The kit consists of:
CT2411 Coax Adapter - (f-m-f) Tee
If you are connecting your FG to both the scope and to an external device, this item will come in handy.
CT2939 BNC(f) Adapter - 4mm BPlugs, Black
I have such an adapter but I don't think I've ever connected it to an oscilloscope. It is useful for patching, e.g., a DMM with standard banana jacks on 3/4 inch centers to a BNC cable. You could use it to connect a scope channel to a power supply output, I suppose, then use the "T" and the cable with mini-clips to connect the power supply on to your device under test.
CT2942-120 BNC (m) Cable Assembly -
This is your basic BNC "patch cord". Useful for connecting instruments together, like when you want to connect your FG directly to the scope. I've found that "you can't be too rich or too thin, or have too many patch cords". Up to a point of course.
CT2944 BNC 50ohm Feed-Thru Term - (m-f)
This is probably the most "necessary" item in the kit, along with the patch cord. The Rigol DS1054Z does not have 50 ohm impedance inputs, they are fixed at 1 megohm. So if you are doing quantitative measurements on some device that has 50 ohm impedance outputs, like most function generators, this adapter will enable you to get more "honest" amplitude readings. I have one of these and use it often enough so that I generally keep it attached to one of the scope's inputs (easier to find it that way), but mine is the Rigol branded kind, 18 dollars from TEquipment.
CT3230-100 Cable, BNC - MiniP Clips -
This item would be more useful for your FG than for the scope. Why would someone use this with an oscilloscope, instead of just an ordinary probe set to 1x? I dunno.
(I can use my imagination and come up with scenarios where this would be used, but they are rather fanciful, as above for patching a PSU to both scope and DUT.)
So in my opinion it's a mixed bag. The items are "nice to have", and when you need them, you do need them. But do you need them now, and is it worth the extra money for you to get them now? Only you can answer those questions.