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follow this link for a download workshop manual ($12) ,this is the best way to tackle any work on any vehicle as will give step by step instructions ,there will be other online sites that supply manuals etc some may be free if on a forum for example ,your choice ,also this engine is used in a number of vehicles ie range rover so if you know somebody with one of them with a workshop manual the operation will be the same BMW In car engine repair procedure Manual Download Manuals Technical
No the coolant radiator is a sealed system, oil and water do not mix; as far as I am aware manual gearboxes do not have coolers.
If you have oil in your coolant water this will be an engine problem. Check the engine oil is not frothy and caramel coloured.
If your gear box oil is is a brown colour or dirty looking, this is due to water ingress, either through the breather hose or seals, try changing the fluid. If you can check the seals and breaher hose.
Suggest you get a owners manual and Haynes or workshop manual.
There are plenty of free files on line, do a search on Google, Alltheweb, Lycos, etc