There's many different brands of Clay Bar kits. Basically it's a bar of clay that you rub on the surface of your truck after you spray on some lubricant (soapy water). When you rub the clay on the paint, it picks up all the contaminants stuck to your paint.
That aftermarket paint protection that supposedly you don't need to wax if fine, but if you want your truck to look even better then you should wax with a good wax. You could go with a one step wax or a kit that has two or three steps. It's all up to you and how much time you want to put into it.
There's a lot of good sites that have how too's like www.mothers.com
all have how to sections.