Hi, welcome to the forum!
I'll try to answer your questions as best I can.
1. use the timing marks on the engine, line the dot on the camshaft sprocket up with the arrow on the inner plastic cover. The bottom pulley, line the '0' mark to the pointer sticking out of the inner plastic cover.
2. four wires (earth, signal and two heater wires). But you'd be best off getting the proper Bosch part rather than a cheaper "universal" lambda.
3. do you mean the vacuum pipe which goes to the tank breather purge valve (black plastic thing near the front of the engine bay)? If it's loose then just connect it up yes, or you can remove the valve and the entire charcoal canister. Just make sure there are no vacuum leaks at all, any vacuum pipe from the engine should be connected to something or blocked up. Or do you mean you've already got rid of the charcoal canister and you are talking about the see-through pipe that comes from the back of the car to the engine bay? If so then yes leave that disconnected and unblocked or the tank can't breathe.
4. do you mean a standard G40 ECU map or an aftermarket one? In either case, check out the "Fahrvergnugen" section on club polo. Alan who runs that sells aftermarket chips at very cheap prices.
http://www.clubpolo.co.uk/forum/index.php?showforum=17 Or ask in th wanted section on here.
5. G40 "ATV" gearbox ratios:
Final Drive: 3.333
1st 3.455
2nd 2.095
3rd 1.469
4th 1.098
5th 0.851
By "kind of diff" do you just mean the final drive ratio?
cheers,
Paul.