I'm upgrading from the old style trim and clutch switch to the new style control box and was wondering if everything comes with the control box including that relay that's mounted on side of the motor

everything comes with it that you will need, relays go away

that little box mounted by the starter ?

I thought that box by the starter was some kind of voltage regulator device.

ill just call it in instead of ordering on line to make sure

The box by the starter is the trim thermal breaker. The box above the starter bolted to the heat sheild is the voltage regulator/charger.