What size fuse or circuit breaker should be used on the positive cables? Do both cables need a fuse / circuit breaker? 0 guage should be used?

So I will have to cut the cables u provide to add the fuse? Or do the cables come split?

Adding an inline fuse is optional. A fuse is preferable compared to a circuit breaker. For the PW6000-12 you would want 2 fuses rated at 250 Amps each for both of the positive lines. The fuse is an extra layer of protection for your battery not the inverter.