The way you go depends on several factors, you want to pick the way that is easiest for you.
If your car is a Digifant GTI, you can fit the ABF as is with the oem managment using the digifant pump & lines no bother. If you want to run k-jet, you'll need to fit the k-jet pump & lines. If your car is k-jet but you want to run the oem ABF managment, you need to take the 2 fuel lines to/from the metering head, and chop out the threaded connections where they screw into the fuel lines. This gives you a handy-dandy screw fitting -> push fit fuel line adaptor, the lines from the ABF rail will fit onto these and you can clamp into place easy peasy. (use proper fuel line clips, jubilees are a bad idea)
If your car is CE2 the wiring loom will plug straight in, if not you need to convert to digi 2 or splice the wiring loom together. If you're worried about the wiring side, k-jet is the better way to go as its very simple. Also, the loom & ecu if not included with the engine is expensive to buy, plus post-96 models have an immobilisor which will give you problems unless you get the key that goes with the car.
If your car is a k-jet 16v, swap the basic engine block & head in and swap all the bolt on bits from the old engine, very easy. If its a k-jet 8v, the fuel pump & lines are identical to 16v items, but obviously the managment side is unsuitable for the ABF. The managemnt you choose to install will depend on if you find wiring easy or not

9a its a little more simple, run it on the KR K-Jet management, and fit the KR inlet cam

Advantage with 9a block is it same height as the KR block, so all MK2 16v 4 branches will fit perfectly, where with ABFs some have clearance issues. A standard MK2 16v downpipe & manifold will fit the ABF perfectly however, and usually perform just as well as most off the shelf 4 branch items.
Edit: Forgot to add, if you go with ABF managment you need to fit a lambda probe to the exhaust system somewhere. The Corrado 9a downpipe should fit and has a lambda bung, you'll just need a cat bypass pipe to mate it to the std 16v zaust system. Or you could get your stock downpipe and get a garage to drill a hole & weld a nut on for you.