Built this canopy to code http://www.hbsohio.com/images/canopy2.jpg
on a 6" slab using Simpsons. Needed footings for the canopy but they weren't required for the pergola.
If you're using the plan you provided, those posts slip over a 4 x 4 timber post, in which case they would have to go into the ground for stability. If you're using the design but solid timber posts instead then your code requirements may allow you to use Simpsons without a footing because of the lightweight nature of the structure. Would pay to ask before committing yourself.
Seen many covered pergolas around, some just with 1 x 2 slats across the structure, also seen some with a clear polycarbonate corrugated sheeting attached, the clear is available and looks cool, you can also buy it tinted, similar to this site http://www.sdplastics.com/lexcel.html
, have used this type of material before. You should be able to buy it local, ranges around $2.20 per square foot.