Yes, the 16F84 does need an external oscillator. It is a very old PIC.
However almost all of the newer PICs have an Internal RC Oscillator that can be selected, which will be mentioned in the datasheet.
I would really consider getting hold of a newer PIC, something like a 16F690, or 16F1824/16F1828. These are far more current, and can do anything the 16F84 can do and much more.
If you want to use your 16F84 though, either use an external clock (e.g. from 555 timer or oscillator based on e.g. an inverting gate with RC or crystal) or crystal as specified in the datasheet, or if you don't have an external clock or crystal use the RC option.
First you should verify whether you mean SDRAM or SRAM. I don't think this microcontroller supports SDRAM and I suspect you should plan to use an external SRAM.
Refer to the microcontroller documentation for examples on how to connect the microcontroller to the external SRAM and flash. You could also find an evaluation board that contains external memories and reference the eval board's schematic.
You will need to configure the microcontroller's External Memory Controller in order for the microcontroller to be able to use the external memories. Refer to the microcontroller's User Guide for details on how to configure the External Memory Controller. Basically each memory will be associated with a chip select pin and you will have to configure all the settings associated with the chip selects that you are using. Typically the External Memory Controller gets configured with some instructions in the startup code for your application. (It's configured by the startup code so that the external memories are accessible sooner rather than later.) You will likely have to provide, or at least customize, this portion of the startup code. Here again, if you can find an eval board with external memories then the example program that comes with the eval board will be a great reference.
Once the External Memory Controller is configured properly, the microcontroller should be able to read and write to the external SRAM without any additional driver code. The microcontroller should also be able to read from the external flash without any special driver code. However, writing to the external flash will require some special driver code that you will have to incorporate in your program. Refer to the flash part's datasheet for the erase and program algorithms that are required to reprogram the flash. Once again, an eval board example would be a good reference.
(If you don't need to reprogram the external flash at run time then you may not need the flash driver code. For example, you may be able to get by with reprogramming the flash via JTAG with a special flash programming application on your PC.)
I'm not familiar with the internal bootloader provided with this microcontroller. I suspect it reads code from the UART and copies it into internal SRAM and then executes it. I doubt that this bootloader will support your external memories automatically. But you may be able to get the source code for the internal bootloader and then customize it by adding support for your external memories.
Best Answer
PIC don't really have "boot sequences", since that's a software abstraction and there is no standard software that runs on a PIC, like a bios on a PC. PIC are generally programmed with code that performs a dedicated task, usually without a operating system. The code is stored in the same non-volatile memory it is executed from (except some PIC 32s can be set up to execute from RAM), so there is nothing to "boot".
The diferrent PIC architectures vary a bit in what happens on powerup or after a reset, but mostly execution just starts at a single known address. The start of your code has to be at that address.
As for configuration settings that have to be made before any code can execute, like the oscillator selection, these are stored in the configuration bits. These are special non-volatile bits that are used directly by the hardware.
This is, of course, all described in detail in the datasheet or family reference manual.