I'm assuming from your sig you have an 89+ car. Yes you need the speed sensor from the original trans, and yes it has to be swapped to the 1jz transmission. The speed sensor has 3 wires, which go to the ABS ecu via the B3 connector in the glovebox. The yellow wire goes to pin 5 on B3, the black wire to pin 1, and the red with a black stripe to pin 2.
That's all you need, the rest of the ABS wiring is in the body harness.