The LEDs you got with the tank are most likely not high powered enough to grow corals. Unless they are explicitly labeled "reef-ready" or you can get a model number and figure out some specs on them, i wouldn't chance it. Reef capable LEDs are a bit pricey, but pay themselves off over time with saved electricity and bulb life. T5 lighting can be had for much cheaper but will cost more in bulb replacement and electricity over time. For the basic setup youre talking about you can most likely get away with a 2 bulb 24" fixture. But you may want to get a 4 bulb so you can grow more light demanding corals in the future without the need to replace your entire fixture. google "odyssea lighting" for some basic but certainly functional lights. There is no worse feeling then seeing a coral you really want but cant get because you tank wont support it, so plan ahead to prevent future regret.
The filter should be enough flow to keep everything moving around and oxygen in the water, but just barely enough. Think about the ocean, its not barely moving, its going crazy! I would get at least a small powerhead to aid in circulation. For basic models, check out the marineland maxijets or for slightly more the hydor koralias. I have 2 powerheads, a HOB
skimmer and filter in my 39g, and everything is happy, it just takes a bit of time and fidgeting to get all of the corals into positions they are happy with.
The filter will only be slightly useful here, a better choice would be the aquaclear HOB
filter, or any filter that can make use of other types of filter media. They have seperate compartments so you can add different types of filter media, which is really handy for things like nutrient export or running a phosphate/nitrate removal media. You may be able to do these things with your current filter, but not as easily and not as efficiently.
All in all you can most likely get by with just upgrading the lights, but you'll thank yourself later for making the right purchase the first time instead of having to make multiple purchases down the road.