I will buy Arduino UNO and sensors, but i want to know will i get any software with that.
Well as lax says, the main site explains about the software which when you install will have a heap of sample code.
But along with the Arduino and sensors you'll need a means of protoyping the whole thing. As a minimum I'd suggest a breadboard and a box of jumpers. Get some LEDs and resistors too, so you can do at least some of the basic exercises before you dive in to the sensors. Maybe think about getting one of the starter packs which include various odds-and-ends.
You'll also need to consider power for your sensors: check to see if they can be powered from the Arduino and maybe get an external battery or other power pack.