Your question is far from simple.
Here's what I want you to do... read this post:
It's the the 6th post in the second sticky at the top of this forum. You can read the whole thread, but this post is the important part for you. Since you tell us no goal, no budget, none of your abilities, and no timeline for completion, we can't tell you anything useful. It'll take you a couple minutes to read it, and we'll know by your next post if you didn't. In order for us to help you, we need more info. Start by reading that post.
Then, READ ALL THE OTHER STICKY'S IN ALL THE OTHER FORUMS! If you had done this, you wouldn't have needed to make this thread, NOOB! Read all the STICKY's like you know you should have to give yourself a base amount of knowledge and vocabulary to then start a good intro thread.
Your language in that post indicated you're not familiar with turbocharging in general. Asking "what pieces" do I need pretty much tells us you've never had any expereince with turbocharging anything, as 95% of the hardware required is the same no matter what car you're putting it on. If that's the case, you need to visit the main Miata-centric turbo vendors and just look through he parts-lists of their kits. Bell and FM... start there.
For your '99, Megasquirt is not yet "easily" in the cards. There is a member on this forum AbeFM who is working on a complete solution, but a true MS PnP is not sold by DIYAutotune, so you will have to make one yourself, have one made, and either convert your car to some 94-97 electronic components, or buy AbeFM's not-yet-ready unit. In short, at this point Adpatronic is the best bet for a PnP ECU on a budget. A lot of people like it more than MS for reasons you can SEARCH for in the Adap forum.
If you have $6k, are looking for 250whp, want to be turbo'd next weekend, and can do the entire install yourself... go to the FM site and buy the FMII Hydra Turbo System, StageI clutch, and 3" hybrid exhaust... that would be "easiest".