Step 6: exhaust
Sikky makes conversion headers. Hinson also sells a kit.
I prefer to use universal block hugger headers and custom Y-pipe that feeds into the stock cat. This allows me to use a regular 240 catback to save on cost.
Step 7: engine accessories
If you're lucky you'll be able to reuse all of your engine accessories if your engine came with them. Most likely you'll find that all the accessories are in the wrong place.
If you buy a crate engine, I recommend that you don't buy many of the kits that get sold. The reason is that most of the kits are meant for American cars, and you'll have clearance issues with the 240.
Instead, I recommend:
Jones Racing Products, Inc.
They have pretty much every configuration for every chevy engine, and can help you get the right kit for you.
So instead of trying to ghetto rig something, you can get all of your accessories at one place and they're guaranteed to work. Pretty good guys when you need support as well.
TIP: You can mount a Chevy power steering pump to the stock rack high pressure line. You need custom high pressure fittings for the pump. I got my fitings and braided line from Harp @ Taka Motorsports. The return line is low pressure and can use a regular clamp-on type.