New Ride got my first Power Stroke

I have always just took a 3 lb hammer and knocked the studs out when i had to change rotors new studs are fairly cheap if you damage one.

I have this truck too and have done this job with simple hand tools. The rotor is one piece. Lay the rotor flat, put a lug nut on the stud and leave enough room so there is a "pocket" for your punch to center on the end of the stud. Knock that sucker out! Repeat 7 more times. To install studs into the new rotor use some wood blocks to elevate the rotor and a large flat punch to knock them in. This part is hard. Makes you want a press. But it can be done. A air hammer can move this along nicely too. I don't recomment using the lug nuts to put the studs thru. No reason why, I just don't like it.
As for the missing part, sometimes you have to go to the dealership...

Is that a 4wheel drive thing, didnt notice at first, just wondering because I just helped a buddy do a brake job on his f250 2wheel drive and the hub and rotor were one piece.

Never did a 2 wheel drive truck... It could be a 4WD thing.

it is a 4-wheel drive and those rotor/hub are two peices