Ideally, your laptop is packing an Intel quad-core Core processor, or a dual-core Core processor with Hyperthreading. It’d also be a great idea to swap your spinning hard drive for an SSD. The latter is far more responsive and makes the gaming experience much better, but it’s not a necessity.
The PCIe board is a specialized piece of equipment. The most popular place to grab a board for ExpressCard and mPCIe users is BPlus in Taiwan (HWTools.net). If you’re looking at using Thunderbolt 2.0 for an eGPU setup there are enclosures you can buy. Check out this eGPU setup featured on AnandTech, as well as Norway-based blogger Poul Peter Serek’s DIY eGPU project for more details.