The only place I know of is if you have a single DIN headunit, then you can use a gaugepod for 3 dials in the free slot.
Sensor connection to the engine depends on the engine type, TFSI see Golf V GTI, 1,9 TDI see leon 1M and the 2,0TDI i've got no idea about that one.
A firm that makes the pods and gauges is Raid HP
www.raid-hp.de. You can find their stuff on ebay etc.
BTW the site says that there is an A pillar pod, but I think that is not possible since the Leon II has airbags there???