[2ndgen]

Yes, that looks like the transmission cooler line. That block that both go into farther down I think is the bypass valve.
I believe it uses standard fittings. I think that uses the typical "quick connect" fitting (which is not so quick to disconnect)--you need a tool like this.
I've never worked on those lines, so not sure if they need flares or what on the ends.

rockauto lists the lines.
stevewhite also.
amazon
google shopping shows some potentially cheaper sources. shop around.

looks like it comes with the bypass valve included.

You can search the forum to find the online chilton link (it's free)--should have full assembly and disassembly instructions.

 

[2ndgen]

The part I listed for you, 55037841AK, shows fitment for both 3.7 and 4.0. However, oddly it says it's for the 4-spd 42RLE yet fits the 4.0 R/T (which has the NAG1).

Pretty much all mopar part numbers are <sequence><last two letters>.
The last two letters are the revision number, and for the most part are interchangeable.
When you see the part listing on the dealer sites it will say "replaces ..." and list all the lower lettered revisions--however they will usually still work in most cases.

The part number you showed 55037840AG, pulls up on stevewhite's site, but doesn't show any fitment info, but does call it "oil cooler pressure and return".

The second link you gave for 55037865AH also shows fitment for both 3.7 and 4.0.

So you've got 3 potential part numbers:
55037840AG
55037841AK
55037865AH

Both the 7340 and 7865 list as fitment for 3.7 and 4.0, the 7841 doesn't show fitment data.
Worst outcome is you get it and it doesn't fit and have to return it. Maybe a dealer can tell you which of the three is the right one--maybe email SW parts depart. and ask.