The tools you need depends on the kind of carving you want to do, but here is some general advice (apologies for the length)

As far as that set goes, I haven't used BeaverCraft tools and but I've heard that they are average to low quality. As far as that specific set goes, the largest knife is a roughing knife, it will let you take off wood quickly and will allow you to get more leverage. The downside is that it has a larger blade so you won't be able to fit it into small spaces making it more difficult to use for detail work.
The second knife if a detail knife, it's basically the inverse of the roughing knife, a smaller blade allows you to make more precise cuts but it won't be as good for bulk wood removal.
The last knife is a chip carving knife (sometimes called a cutting knife). It's used to remove pyramidal chips of wood to create a pattern, typically on a flat surface. This is the sort of thing you would use it for.

If you're just planning to carve objects that you can hold in your hand while you carve, I would say that you could get away with only a detail knife. I used this flexcut knife for years before I got any more tools. The quality is mid-tier. A lot of people on this sub swear by Drake Helvie and OCC for high quality knives. The main difference is that the better your knife, the longer it will stay sharp.

In terms of sharpening gear, all you really need is a leather strop which you can make from a leather belt and some polishing compound. That's all you need for sharpening unless you do dull the blade badly (for example hitting some metal with the blade).

For protective gear, there is no substitute for developing an awareness of where the knife is going. That being said, kevlar gloves will give you pretty good protection from slicing blows, but they aren't as effective against stabbing blows (I'm not aware of any gear that will protect you from those TBH) I would not recommend wearing a glove on the hand you use to hold the knife. You could also get a leather thumb guard for protection while you're making paring cuts. A sharp knife is a safe knife because it is less likely to slip and do something you don't expect. Especially when you're starting out, make sure you take small controlled cuts since the danger a knife poses is directly proportional to the amount of force you put into it.

Lastly you're going to need wood. The best wood for starting out is basswood, it's very soft, has an even grain and is relatively easy to find (although you will probably have better luck looking at Rockler/Michaels/craft stores than you will at Home Depot/Lowes). Beware of pine, the wood is soft but it has a tendency to split which can ruin a carving.