So For A Supra Im Thinking Of A HKS 3037 Turbo - Therefore this will produce alot of hp correct?!

What would work well with this turbo.. any specsific intercoolers.. air filters.... mayb even new injectors?

Well no the turbo won't produce a lot of hp.
The turbo will simply try to force more air through your engine. If your engine can physically stand that and you can get it tuned to work with the extra airflow. Then you might get a lot of power from the engine.