On the 2500's with the factory air ride option the bags replace the rear coils, I'm sure after market companies will come out with bags to go inside the coils, similar to what they sell for 1500's. I really doubt you would need to replace the axle to convert, but buying all the parts needed to convert to factory air ride will be pretty expensive. I believe it's a $1,500 option if done at production, but I'm betting to buy all the parts needed will be at least twice that, not counting labor.
I haven't looked at them, but I bet if you had a 3500 that you wanted to convert, I think you would have to swap out the axle. I don't think the non air ride would have the perches for the bags. the air ride version also uses a control arm to prevent axle wrap, similar to ladder bars, I don't know if the non-air ride 3500's would have all the mounts for these.