A hexagon bolt, or hex bolt to give it its more common name, is a threaded bolt with a plain shank and hexagon shaped head.
UNF stands for Unified National Fine. It is a common imperial thread type with more threads per axial distance than its UNC equivalent.
Steel products described as having a self colour finish are best suited to internal applications, as they have no additional protection against corrosion. The shade of a self colour finish can vary from bright metal to black, and it will change over time with oxidisation.
If you plan to use self colour finishes outdoors you should paint them to give them a protective coating.