The 6to4 and Teredo components don't require much work on your part, but IP-HTTPS is a bit more demanding to set up. When IP-HTTPS is in use, the traffic is encrypted with SSL, and that requires the UAG server to be configured with a certificate correctly.
When you run the DA setup wizard, it configures the UAG server as an IP-HTTPS server. Similarly to an NLS, this is just an IIS website, which does not need to host anything, but has to respond to HTTPS requests with some status code, and with a valid certificate. As opposed to the NLS, which needs to be accessible inside the corporate network, the IP-HTTPS site needs to be accessible on the Internet, and that may complicate things with regards to the certificate.
With the NLS, you could have used an internal Certificate Authority (CA) server, but for IP-HTTPS, this may be a problem. The reason is that for the client to be able to trust the certificate, it has to have a Certificate Revocation List (CRL...