Do these devices work straight out of the box?
lol, no, you shouldnt try this unless you are in the mood for a science project and you like tinkering. If you need something that works out of the box spend a few extra bucks and order the dongle from FLIRC.
But to answer your question, the VS1838 IR receiver itself does not need to be configured, you just solder it onto the arduino board. It has pins for gnd, +5 and signal. use any available digital input on the arduino for the signal pin. Some wiring examples show adding a pull-up resistor, but mine worked without it.
But you need to download a program to the arduino. I attached the program I used, but unlike the nice setup-mode of the FLIRC, here you would need to play around and figure out the codes for your specific remote. The codes in this program worked for the Toshiba and samsung remotes i had at the time.
The program itself is actually very simple, all the heavy lifting was already done by the IR-remote and keyboard-emulation libraries provided by Arduino.