92-95 civics all have wiring for vtec in the harness,yes.The si and vx (also the ex coupe) are the only one's that have it running to the motor,yes.So on a cx you'd have to A)find it in the harness and tap into it,or B)run separate wires through your bay and firewall to the ecu and pin it out yourself.As far as the knock sensor you'd have to do the same (run the wire yourself).
Not exactly sure if the cx has four or five wire o2 sensor.If you need to change it you can go the lazy way (like I did) and get a jumper harness,or you can call hookups (I'm sure some other place could do it but I know these guys are good,thats why I'm plugging them) and ask if they'll walk you through the rewire.They may or may not.Then again there may be a tech article on this some where but I have yet to see it.