E-code means European code headlights, DEPO's are a name brand of headlights. The fog lights are built in to the the light bucket, just like the DOT lights, but there is one large lens covering both sections rather than separate lenses for each light. The install is pretty simple and straight forward. On the 124's I read about some hard to reach/access screws, but on the 126 I avoided that by simply removing the filler panel below the light. That allowed access to everything with ease. You do have to swap the 4 pin plug for a 6 pin plug on the light harness, a very easy job. Part numbers for the plugs and a how to can be found doing a search on "euro lights" and user name "barrie", or I can provide later this evening.
I haven't looked here at PartsShop/Fastlanes for Euros, they might have them. I got mine from Import Vision
'73 280SEL 4.5 (9/72)- RIP
Only 8,173 units built from 5/71 thru 11/72
'02 CLK320 Cabriolet - wifey's mid-life crisis
2012 VW Jetta Sportwagon TDI...at least its a diesel
Non illegitemae carborundum.