Do I have to buy a tweet seperate, then mount to the horn, or can I buy the whole unit as one?
Really, you can do it either way.
If you're new to horns, you're best bet is to purchase something from a company like Image Dynamics or USD Audio where the horn body and compression driver (horns don't use "tweeters", they use compression drivers) already matched for you. So the most you'll have to do is screw the compression driver to the horn body.
Or, if you're feeling gutsy, you can purchase a compression driver from somewhere like
partsexpress and then purchase just a horn body from Image Dynamics. Not recommended for the novice.
Also, most of the higher end horns do not come with crossovers, which means you would need to run an active frontstage in order to use them. There are, however, some sets from Image Dynamics and USD Audio that are used with passives xovers, but these are generally the lower end products from these companies. Not that they are "bad", just not as high of quality as what's available.
http://www.imagedynamicsusa.com for Image Dynamic horns.
http://www.usdaudio.com for USD Audio horns.
Also, keep in mind that most horns will require a decent amount of equalization. So you will need a good equalizer and possibly an active crossover (if you purchase one of the higher sets of horns).
Likewise, not all mids will work well with horns. So if you are matching the horns and mids yourself, pay mind to what mids work well with horns and which due not.