The installation of the webast components for the built in heater is fairly complex. Audi has an installation manual that describes each step. But since the heater is integrated with the climate control this proces involves removing the center piece of the dash and adding some relais and cabling. The power of the heater needs to be rerouted to the battery in the back, this is also quite complex.
My heater was treated by a webasto dealer and it tool them almost three days to do it. Afterwards they descibed the A2 as a complicated little car
So I think that it can be done by yourself just don't plan it on one saturday afternoon.