It is not a job for the faint of heart types, especially if you have never worked on a "water boxer" engine before. The engines are known for cracking heads and having sealing problems with the head and gasket and piston liner top.
The replacement heads were coated with a material that was yellow in colour? designed to help "self seal" with the headgasket, such as it was. You need to use a good straight edge to check for warpage of the tops of the cylinder bores (liners) with the block to insure that it isn't warped, otherwise you find that the new head will not seal and leak fluid as soon as the engine starts up.
You must also bleed the cooling system correctly; remove the frnt grill and at the top of the radiator (or near the top) is the bleed screw.
You need to elevate the front of the vehicle (usually drive up ramps are used), start the engine and begin the process of bleeding the air out of the cooling system. Its a pain in the side, and sometimes takes as long as two hours or more to get all the air out. If you don't get all the air out, then engine will overheat due to an air pocket and blow out at the very least a head/gasket and perhaps the motor.
Also the exhaust manifolds (pipes) are known to warp and not fit correctly when attempting to remount them to the head. You may need to have the sealing surface broached on a machine to insure a even and flat surface to seal correctly.
Its not a job that a novice to this engine should attempt. If you were to attempt it, be sure and have replacement cylinder heads available as there is better than a 50-50% chance that at least one cylinder head will need replacement.
Hope this helps, a car nut.
25 years on/off in Volkswagen dealership service departments, 30+ years in automotive service