Depends on what aftermarket ecu you went with. Some are wire in and some just plug in. Others plug in and have a complete wire harness for the engine included.
What is available all depends on your car. For me and my legacy they are all pretty much wire in. So to answer you question, yeah, it might be a little eaiser to just go out and buy a plug and play if you could. Even if you had to wire it in you would still have instruction which would be nice!