Some cars have the connection for the HUD under the dash, some don't. Unfortunately, I don't know of any way to check without taking your dash apart and looking for the harness.
If your car has the connection for the harness, you'll need the HUD projector and the dash pod that surrounds it. You'll also either need to cut a hole in your dash, or get a whole new dash. Morad Parts Company would probably be the best place for the parts.
Also, HUD cars use a different windshield than non-HUD cars. It has a coating off of which the HUD reflects to improve visibility. It'll be a little blurry with the non-HUD windshield, but still usable (from what I've heard, you won't notice the difference unless you're used to a car with the coating).