What do i need to do? Did not come with tow package but looks like I need some things added to pull the 6200 lbs they claim it will tow?

The tow package comes with a rear suspension leveling system. If you want more than the 3500 pounds, I would suspect you will also need to add the leveling system as well.

What about the heavy duty cooling system? Is the sxt v6 and transmission already set up (standard equipment) to tow 6200 lbs with the exception of the actual towing system/hitch/brake assist ect.

There is that as well. That is part of the Tow Package as well, so it is unlikely that it is a standard option. To tow over the 3500lbs, you may want to call the dealer and ask them what all needs to be added/modified to pull up to 6500lbs safely.