Get rid of the K&N, your MAF will thank you later.
Vag-Com is diagnostic and data logging. Sounds like you have a cheap eBay cable?
MPPS13, MPPS16, and KESS are ways to flash the tune to the ECU. You can also use these cables and software to pull your factory ECU file. MPPS is very cheap, and more often than not doesn't work. KESS works great, and is what I use.
WINOLS and VAGEDC Suite are ways to create the files.
I'm going to guess you're not familiar with what you're doing, so I suggest you pay someone to do a tune. There a cheaper methods and more expensive methods. You can go to some Facebook groups and find individuals who will tune your car for little money, since all youre changing with injectors is fuel tables, and maybe add a little boost if your turbo is factory. Or you can go with one of the big tuners, and either send them your ECU or rent/purchase their loader (which encrypts the files so you can't play with them) or go to an installer for a tune. If you go big, while I have no experience with their tunes, I'd go Malone.