Does anyone know if the serial data cable is needed to connect a AIM gauge to the ECU?

The Gen3 ECU communicates over the CAN bus. Most AiM products can accept the CAN data, so you don't need any extra sensors to get RPM, Throttle, Water & Oil Temp, Oil & Fuel Pressure, ECU battery voltage and Lambda.

Our company (Veracity Racing Data) can terminate your existing CAN cable for an Evo4, MXL, or MXL2/MXS, or sell you a new cable already terminated, or just a pigtail for you to attach.

Give us a call at 805.238.1699, or visit our website http://veracitydata.com

This thread details some of details of getting this working:

viewtopic.php?f=13&t=1470