on the e46 engines there is a vacuum distribution manifold under the intake, sure you saw it.. all vacuum pipes are supposed to go there.
only a few things needs vacuum on a diesel engine, depending on the year model. turbo actuator, and the various solinoids opening/closing for instance egr, swirl flaps ect.
if you switched to a newer engine, they dont use vacuum so much anymore, for instance the turbo actuator and swirl flap actuator is now electric (stepper motors) , so its quite possible that you will have spare vacuum lines.
just check that all devices needing vacuum have it, then blank the spare lines off.. else post a pic or two, might be able to guess more from that.