Hi power,
The sensors for the EGT would have been threaded already, so you just need to tap the Exhaust Manifold with the appropriate threader. You would need to drill the ex manifold, thread it and screw on the sensor bung. A relative easy job if the turbo is off.
If the turbo is still on, it gets tricky... you wouldn't want the shavings to fall in to your turbine housing and mess it up rite. Trick is to start the car just a litte when you are doing the threading so the shavings get blown-up and use a vacumn to suck off any loose shavings. Still its a delicate sugery. Have fun!!