You can not thread the plugs too far into the engine - though you can get them too tight - not a problem for connecting the wires, but can cause damage to the head. Be sure to tighten the plugs to specified torque. I usually use a small amount of neverseize on the threads. And NEVER re-gap used plugs - the electrodes get brittle with the engine heat once used and can break off causing major damage to cylinder walls and piston.

The wires just need to be pushed on all the way - there us usually a noticeable click when the clip engages the threaded stud on the top of the plug. Sometimes the boots can be pretty tight and a bit of force is needed. When removing wires, grab the metal boot cover with a pair of pliers (the raised seam is a good place to grab it) and pull it off. Pulling on the wire to remove it will often result is a broken wire! I find that on the turbos, the stock wires often need to be replaced every year or so due to heat damage to the insulation. However a good aftermarket set of high performance silicone covered wire lasts a lot longer.