You need the cleaning bursh and its envelope, and the paperwork that was originally in the box, which would be operating instructions/parts list, special instructions, target (not sure about that since my boxed Models M do not have the target, but other boxed automatics of similar vintage do) and tan tissue wrapping paper. I have the "bible" on the Models M and N, but do not have it at hand as I write. I know it covers all of these issues. I will have to check it to be sure.
I have checked the "bible" on the Models M and N, and I do not believe they were shipped with a target. Apparently only automatics with adjustable sights were shipped with a target.
I now recall that I once believed only revolvers with target sights were shipped with targets, but I have a boxed 1935 Detective Special and it has a target (and brush,etc).
We need further postings from those with boxed guns and original literature to try to figure out what is true and correct. I have often wondered if perhaps my 1935 DS was ordered with a sight picture hold request or something like that, making the target necessary.