You just need a loom and the ECU itself. Most times the ECU will come with a basic loom, and you can wire the loom at the engine end to fit your CVH sensors etc

Best way I found to do it for my zetec was start with a Focus engine loom at one end, and the ECU at the other with its loom. Lay them out on the garage floor and match say 'Crank Position Sensor' wire on the engine loom to 'Crank Position Sensor' wire on the Megasquirt loom. It took a while but it seemed like the easiest way of getting Focus sensor plugs onto a Megasquirt loom.

There are folks out there that will make you a loom up, but when I asked around most places wanted 350 - 400 quid.

Ebay Microsquirt, Trigger Wheels sell them with a loom ready to go, and the Microsquirt is a later evolution of the Megasquirt.