The main issue is that the Mk2 gearbox has a different bellhousing to the Mk1 gearbox, which means that it will not bolt up to the Mk1 engine. To overcome this, you will need to either have a custom bellhousing made, or modify the existing Mk1 bellhousing to fit the Mk2 gearbox.
Another issue is that the Mk2 gearbox has a different gear lever mechanism to the Mk1 gearbox, so you will also need to modify the gear lever linkage to make it work with the Mk2 gearbox.
Finally, you may also need to modify the driveshafts to make them compatible with the Mk2 gearbox.
Overall, fitting a Mk2 gearbox into a Mk1 Citroën Saxo 1.1 is possible but it is not a simple task and requires a fair bit of mechanical knowledge and skill.