Hi, welcome to JA.
I have personnally never done this engine swap, however the key items to remember are that the engine from the Jetta must bolt onto the current transmission in the pickup. If this is possible than you will need the entire wire harness from the Jetta including the engine computer as well. There may be some variations on the fuel line connections too. There will be some fabrcation necessary such as the air intake box from the Jetta to the inner fender of the truck. The Jetta is a transverse engine (side to side) and the pickup is rearwheel drive, so be sure to measure for adaquate space in the engine bay and you may need to install an aftermarket electric fan in front of the radiator since the pickup utillizes a fan clutch style cooling fan. The radiator hoses and heater hoses will also need fabriation to the pickups radiator.Let me know if you run into any trouble while attempting this, most engine swaps that have not been attempted are a difficult project. But in order for the engine to actually run all you need to do is have the computer wiring harness still attatched to the engine and computer, before it is extracted from the donor Jetta.