BMW Repair: Emissions 92 325i, shade tree mechanic, blown fuses

Question
I bought an older 325i and of course it failed CA smog.  I can't find anywhere to see if the eahaust sytem has been "re-done" or illegally modified.  From my readings, it may be a bad O2 sensor?  Either way I am a fairly good "shade tree mechanic" and can fix it if I can find out what is wrong first.  These things are so over-engineered which does not help.  I have noticed occasional erratic idling, and an apparent surging effect (very slight) when I floor it through the gears.  Specific questions:

1. Wouldn't there be a check engine light or something if the emissions were failing?  
2. Is there any place online I can view an exact pic of what my exhaust sytem should look like (unaltered)?
3. Could this emmissions prob be associated with the erratic idling and surging when under hi RPMs?
4. ELECTRICAL PROBLEMS:  ALL of my windows and sunroof no longer operate.  I used a continuity testor to the the switches in the front and rear and they all have power.  No blown fuses.  What now?  My onboard computer (OBC) Sprekens zi deutch and I would prefer ENGLISH.  It also flickers and has does not scroll through all the functions.  Do I need a new one or is it yet another component of a component of a component that's not working?

BMW = Breakout My Wallet

Answer
If there were a problem with an engine management sensor, yes there would most likely be a check engine light. SOmetimes the O2 sensor gets "lazy" meaning that it can't compensate fast enough to tell the engine computer to change fuel richness or leaness. I know that there is a gas additive called guaranteed to pass. You add it to the gas and they guarantee that you will pass the emissions test. The surging under high rpm, is that while driving or just reving the engine in neutral? let me know. Windows and sunroof, there should be a rectangular button on the shift console, that is like a circuit breaker for the windows and sunroof and a lot of times if you open/close all the windows at once, it trips. try pressing that button(asuming you have that button) and let me know what happens. OBC there should be a small recessed button on the OBC that you could fit thr tip of a pen in. Try pressing the button and it should bring you to a set up screen. Again, let me know if it works out.