Is this sprayer strong enough for thick exterior paint?

3300 PSI is high for a 900W unit and is rated for standard latex and most exterior paints. Very thick or unthinned coatings may still need thinning per the paint maker's guidance.

Can it spray directly from a 5-gallon bucket?

Yes. The flexible suction tube is made to draw from 1 to 5-gallon buckets, so you can drop it in and spray without pouring into a hopper.

What comes in the box?

The sprayer on its cart, a hose, an extension rod, a nozzle and a cleaning brush. Filters and seals are included for the pump.

The pump body detaches and the kit includes a cleaning brush, so flushing is simpler than on fixed-body units. Expect to run water or solvent through the hose and gun after every use.

Do I need to thin the paint?

Not usually with standard latex at this pressure. Check the paint's spray recommendation and test on cardboard before committing to a wall.

Is it better than a roller for a whole house?

For large flat walls, yes: airless spraying covers far more area per hour. For small rooms, trim and detail work, a roller and brush are still faster to set up and clean.