Yup all attached. Removing the old one will be easy as its not attached at the pedal end! Normally you loosen the locknut on the gearbox end of the cable and twist the plastic bit on the end to slacken the cable. Then unclip all the bits holding it to the gearbox lever (actually you better check its all still there and not all over the road!)
To take the scuttle tray out first take the rubber seal off the front, then lever off all the little metal clips at the back. Watch it as they like to ping off and disappear! Don't worry if the tray gets broken when you remove it, you can buy a new one from VW which is made of a stiffer plastic that wont break. Now all you need to do is pull the cable through and thread the new one in
