Yes, you defo do need a Defi Link Control Unit.

As for connecting them, you cant really go wrong.

Each Sensor will only plug into its respective socket and the Gauges just 'Daisy Chain' together. There is a port on the Control Unit that connects to the first Gauge.

Then there should be a wiring loom for the Power to the system, which consists of the normal stuff, Live, Accessory Live, Earth and Lights.

Easy. But have you got all the bits??