Swenak you sound like you just came out of 2003, even rocking the Disco Potato turbo. It's still a sweet turbo and I'd want to protect it too, but nobody uses turbo timers anymore. If you really want it, just install a car alarm with remote start. It's the same price, does the same thing, and it'll also start your car and provide security. You need a modern remote start system with CANBUS ability. The most common one is Viper 5901 and there is a thread that me and pan.pep made about installing it.
You might be able to get that Apexi turbo timer to function, but I don't think you can arm the alarm with the car running. You might have to just lock the door with the key. The European models came with a different alarm than the US models, so it might work, or it might just arm the alarm without locking the doors or the other way around.
Anyway you need to find +12v ignition, +12v Accessory, ground, battery and that's it. You need a multi-meter to do that. The connections should be crimped, soldered, plasti dipped and/or shrink wrapped. The crimped connection provides mechanical strength, the solder is for less resistance and the plasti-dip or shrinkwrap tubing protects from corrosion.
I'm uploading a picture to help you out. That solid black wire in the picture is the ignition wire which you will need to connect. You can also see the red/orange wire behind it, and that is I believe the accessory +12v. I'm not certain that is absolutely necessary for a turbo timer because it only controls the radio, HVAC, etc, but sometimes you get odd behavior from the ECU if you use the electronics in ways other than what they were designed to do. You might get an intermittent fault code in vagcom if you didn't hook that wire up.
The big main wire loom at the bottom contains the +12v battery which is going to be a red wire. The big yellow wire is probably another ignition wire, it might be the same. I think you can connect both the blue and the green (IG1 IG2) from the Apexi auto timer to that wire, but of course check what it does first with the multimeter. For the parking brake switch, I would just access it directly at the parking brake if needed. Since you have a DSG, you might not need it. Don't even think of trying to hook up that o2 sensor wiring because it won't work with these wideband o2 sensors. There are Bosch wideband o2 sensors that have a narrowband output wire, but the best of my knowledge, our OE o2 sensors does not have that function and therefore the o2 sensors voltage monitoring function of the Apexi auto timer will not work. There is a way to reprogram the auto timer to accept different o2 sensor values can you could teach it what the correct voltages are, but I still wouldn't recommend tapping into the ECU's o2 sensor wire. The reason for that is because this is a much more sensitive signal than a simple narrowband and when you tap into it with that vampire tap that comes in the Apexi kit, you're going to add a small amount of resistance onto the wire. That means the ECU will always think the engine is running a little richer than it actually is. It's just not a good idea. A better idea would be to weld in a bung in your exhaust and add a third, narrowbank o2 sensors. I'd recommend one from a Ford Mustang because you can get them for like $20 from the auto parts dealer. Of course you could just use it as a timer only and not connect the o2 sensor, but now you have essentially wired and expensive clock/voltage gauge to your car.
Anyway those are all the reasons why you shouldn't do it.