Xterra's don't come with wheel keys standard. Nissan dealers carry them and you'll probably need them to give you a full set as partials aren't sold AFAIK. Your dealer will have a box of keys to take off the ones on your truck since you don't have the lock and there are about 16 different varieties.
Since this is a new truck (right?) they need to give you the rack tool or you can't remove and clean underneath it (a lot of gunk gets under there and will damage your paint over time). A manual should definitely come with your truck.
If that truck is new, the dealer sounds pretty incompetent.