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Sure is a big question.
Firstly lets look at the most basic system requirements then others can add more info if they wish.
Bare bones set ups (fuel only) can be run with only TPS (throttle position sensor), cold air sensor, water temp sensor, and barometric pressure sensor(sometimes part of ECU).
No need for O2 sensor or MAP as basic system can be run "open loop" especially in a budget racecar.
Hardware includes - injection manifolds, throttle bodies, sensors, injectors, fuel rail, fuel reg, possible efi fuel pump, fuel pressure lines, and ecu. Obviously a hand controller or laptop and program is a must.
You can go further and consider timing set ups in the Maps and most modern aftermarket ecu will have extra inputs for switching things like thermofans, fuel pump cut outs etc etc.
Once you start to understand what you are doing Mapping is easy, baseline maping and A/F ratios are best done on a dyno when starting out but there is nothing like tuning your own racecar with a laptop and A/F meter and watching instant changes and the effect on performance.
Good luck.