Yep - they supplied it all.
They have a bit of a process before you even step foot in/on/under the bridge.
The first step is to walk you by the bathrooms with a ton of signs warning of the 3-hours until you see them again
You then sit in a room and sign a waver. At this point, all climbers are also given a breathalyzer test.
Following the breathalyzer, you move onto changing rooms. All necklaces, earrings, etc. must be removed. Lockers are provided and the key either wrapped around the neck or the hand.
After the cover up, other equipment was put on - the harness, ear phones, etc. Also provided (if necessary) was a poncho - they run pretty much regardless of weather.
Once the group was completely equipped, they run you through a mock course - showing you how to move on the static line, how to get yourself out of a bind if your line tangles, as well as how to handle several of the stairs/ladders. Some of the stairs are so steep that nailing the front of your ankle on the steel is possible (and painful).
You start out under the roadway and gradually make your way to the towers. The tower is when you start the 4-story-ish ascent that leads you to the top of the bridge. This is also where the stairs are at their worst, and the sound of passing trains and cars is concerning
At the top - amazing views, especially at sunset.