I dont think a bottle is a papular within the audi. but definatly some did.
I think the bootle would be mounted in the trank, in the left corner after the whel cover.
the nozile I think would be mounted just before the throtle. and the controle box would be mounted on the firewall.
I would think most people did was a wet system, couse audi hates lean out.

I believe N2O could give 50% save of power. couse the engines can withtand getting from 150HP to 300HP and more.
PS.: I think you should not play with stuff as nitro on audi, becouse of the turbo. you could probably burn it out easilly from overspean and overheat. In the long run refiling the bottles would cost you the same and more compare to just geting bigger turbo w/program like K04 and GT28*