retro fitting the windows is pretty straight forwards, infact i did write a guide, but i cant remember if i ever posted it, as for the locks, just as simple as you need to swap the door loom with one for, lets say a GTI, swap the window regulators, then change over all the locking gear, but you will also have to run the loom for the vac pump and then the vac lines, which you can just buy silicone hose from b&q. Little more involved than the windows but nothing too tricky, then fit the switches, then there is a loom that runs from one door loom connector to the other and branches off to the fuse box, jus a case of plug and play. All the sockets for the plugs are there for you. the GTI Loom will have a thermal protector fuse type thing, that just clips on the top of the fuse box.
I will see if i can find the guide.