Do I need to bring anything with me for the test?

There is no need to bring anything with you, apart from yourself. This screening programme involves filling out a health questionnaire so it's important to bring details about your General Practitioner, any relevant medical conditions that you may have.
Any medications that you may be taking, you need to be aware of what they are or bring them with you and that's about it because the rest of it is an ECG which just involves simple leads being placed on the chest wall for about two minutes, there's nothing to the screening programme at all.