1. Coaxial cable will help to connect an outdoor antenna to your radio. Ensure it has the proper connectors for your radio and antenna.
2. An outdoor antenna will help quite a bit. A receive only wire antenna with a 9:1 balun would work to some degree. The bands you want to listen to will direct you on the length of the wire to use. Alternatively, there is the YouLoop antenna for indoor use, or a very good option is an
amplified receive only antenna made by W6LVP. Also, I think the Icom R75 has ports on the back so you can directly connect a wire antenna. If you have some wire already, you may want to try that to start while you research improved antenna options.
3. You may need an
inline AM filter on your coax to reduce interference from nearby broadcast AM stations.
4. The front speaker on the R75 is small. You may want to use an 8 Ohm speaker you already have. I use an old Radio Shack / Archer speaker in order to provide much more dynamic range. It's a reasonably sized box around 12" x 8" x 8".
5. Oh...you may need an inline RF Choke. You would place this at the antenna feed point. Basically, Radio > Coax > Choke > Antenna. Some people need an additional RF choke on the coax inside the house and use a short coax piece to connect it to the radio. Your antenna may pick up quite a bit of noise from wherever and a quality 1:1 RF choke will help. MyAntenna's make some pretty good one's, or you could make your own and experiment. There are plenty of examples online.
6. Audio patch cables - This can be helpful if you want to decode digital transmissions such as SSTV, PSK31, FT8, WEFAX, etc. Basically, the audio cable connects to a computer and you would use whatever program to decode your selected signal. With SSTV, amateur radio operators send pictures to each other to communicate instead of simply talking. PSK31 and FT8 are digital modes that amateurs also use to communicate without using their voice. WEFAX is simply weather charts, etc. Alternatively, I also use Apple and Android phones that have apps that can decode all that without a computer and audio cable patch wire. I just place the device near the speaker.
7. A big help will be finding/identifying stations. I use this website.
Short-Wave Radio Frequency Schedule for BBC in ENGLISH
Icom also sells CW and SSB filters for the R75. You may not need those and I would put those on the bottom of your accessories to purchase. Your antenna and coax are the most important items. Next are filters and RF chokes to block interfering signals.
*** An alternative to purchasing an Icom R75 is to not purchasing anything and use a free online SDR. A favorite of mine is The University of Twente SDR. I have radio gear worth thousands and I still use this online free receiver from time to time.