do i still need a visa in Germany?
No, your visa is good for this itinerary. When you land in Germany your immigration will be processed and then the onward flight will be domestic (within Schengen Area).
I have heard there are direct buses connecting the Munich airport with the city. These buses might have a luggage compartment in which you could put your boxed bicycle. You can check this: https://www.airportbus-muenchen.de/en/
A boxed bicycle is bulky luggage not approved for transportation on the S-Bahn. While you might get away with it you should rather not count on it. Staff will have the final say on each individual case.
The MVG - operating Munich's S-Bahn - states (source, emphasis mine):
Für die Beförderung in unseren Verkehrsmitteln zugelassen
With limitations, you are allowed to take the bicycle on the train, but I would not count on being able to bring the box if the bicycle is still packed, since it exceeds with large margins the allowed luggage size (no side longer than 90cm). If the bicycle is packed in a box, it might even be somewhere between very difficult and impossible to get it down to ...