Ok so, first thing you will need to do is find the lambda sensor which is located on the picture below within the red circle
pic 1 Now you will need to pull back the black tubing surrounding the cable and follow the black wire.
pic 2 follow the black wire until it ends and another type of connector begins...it was found here on my car
pic 3 Where the black wire connects there will be a roundish rubber thing protecting it, just peel it back to expose the end of the wire like the image above.
the best thing to do before you wire it all up inside the car, is to test that it reads correctly first by wrapping the end of the gauge wire around the exposed lambda sensor wire, then connecting the red and black wires from the gauge to the battery. turn the car on and let someone else give it a few revs to see if the LED's or Needle moves. also dont forget that it takes a minute or two for the sensor to warm up, so dont expect to much movement for those first few mins.
Ok, after your satisfied it works, take it all off and thread the wire that goes from the gauge to the senser either through the firewall (behind the accelerator) or how ever you wish. once you have enough cable to work with and its all pushed through, fix the gauge wire to the lambda sensor black wire where its now exposed, then peel the rubber protection thing back around it like the image below
pic 4 Now you have to find a place where your going to mount your gauge, i located mine just underneath my boost gauge on the left hand side next to the steering wheel. Your going to need to find a 12v source to connect the black and red wires for the LEDs to actually do their jobs. I loacated a source at the fuse box (which i also used to connect the LED's to my boost gauge) which controls the indicators...dont ask me why there...i suppose it was because its the only connection there that had a visible black and red wire lol. If you choose this option aswell, the big yellow holder has a black, orange / white and red set of wires going into it. Just pull them out and place the black onto the black wire then the red onto the orange / white wire (this is so the LED's only light up when the car is ON)...image of this below
pic 5 put it all back together and start her up, hopefully its all working (careful not to cross any wires by the fuse box...i accidently did this and blew my indicator fuse
.. but all was sorted after a trip to halfords for some 10amp fuses)
pic 6 
