Can't really help with the console issue, they bolt them things in there every which way. You may have to remove the shifter assembly to get to the cable, but that is just a matter of fours bolts and the whole setup lifts right out. The cable should be put through the firewall/floorboard with a rubber grommet, the new cable may have this grommet with it, and it should be easily removed. There will be some kind of bracket on the transmission to hold the cable in place then it will be connected to the shift lever. The cable can usually be "popped" off the shift lever with a straight blade screwdriver or small pry bar, but it may have a small bolt or nut holding it. As far as adjustment goes make sure the shifter is bolted back down and in the park position, as well as the shift lever on the transmission. Now hook the cable up on both ends, one end will probably have a adjuster so you can shorten/lengthen the cable slightly to make it fit correctly. This is a general overview of a shift cable installation but they are all basically installed the same way.
I am not 100% positive but I believe the new cable will have the grommet on it already. I believe the easiest way to pull it out is pulling it towards the transmission, you might have to take the grommet out to get it through. I have never actually replaced a shifter cable on a 99 cavalier, so I do not know the particulars of its removal. This is actually a part that very seldom ever needs replaced, in my experience and opinion.