So i ordered a cr-10 and was wondering, when making my ray gun parts do i just put them in an sd card set print them or do have I have to put the stl's through a slicer first then move em to sd card to be printed. Also if so do i need to put any specific print settings for the parts?

Honestly, I would not print any parts until you have "dialed in" your printer. There are a few things about your printer that you should learn first and be aware of. Print a few test cubes, benchies or whatever, learn your printer, get it configured correctly, get comfortable with your slicer settings, infill, wall thickness, etc. and then get started on the Ray Gun parts.
Yes you will have to put the stl s through a slicer first
there Is no specific requirements for print settings this is something you will have to configure yourself
one tip is to orientate the parts to give the least support possible
i use cura so could only give you tips with that slicer
so If you get stuck just ask