The lambda I had doesn't have much more than a foot of cable going to the connector from memory, so I doubt you have to do anything inside the cabin - from what I understood, it is a case of taking off the exhaust manifold heat shield, and the sensor and the connector for it are right there. The above post is for a 1.6 FSi.I've had a look, on how to change pre-cat O2 Nox sensor and the wire supposed to go through the floor to the ecu, next to the cccu, under the passenger seat compartment?
I agree with @PlasticMac though - in our case we had clear fault codes telling us that the lambda / wiring wasn't in good nick. An authentic lambda isn't cheap, and generics / ones where you need to splice the connector on are risky given the impact they can have on the way the car runs if anything is awry.