Your best bet is to make friends with one of your local pro-brewers. I imagine that you could find one willing to help you hook this thing up, if you offer some incentive. The glycol system is moderately difficult to set-up and from the sound of it, you're going to need a bit of help. I suppose you could use the fermenter without using the glycol jacket (the thing you've been refering to as a heat exchange) but that seems like a waste.
2&3) im fairly sure that the wiring diagram for the controller is on the back of the cover. you'll need a new power cord and new control wiring. like i said, you'll also need a selenoid valve, a pump, a glycol manifold and a way to chill the glycol. Hypothetically, you could use an aquarium chiller to chill water (or glycol) and run it through the glycol jacket (see pic 154) but I've not seen this actually work yet. If you don't know what I'm talking about when I say to hook up the control wiring to a selenoid valve then you need to find a local pro-brewer to help you. FYI, there are multiple youtube videos that show DIY glycol systems for homebrewers.
4) hook a blow off tube up to (pic 158)