Phil,
EG 4.1 can run with a SAS 8.2 server using the same mechanisms supported in EG 3 and EG 2.
If the V8 machine is a different machine from where you are running EG, then yes, you need to run object spawner over there. You can set up the object spawner using the config file mechanism documented at:
http://support.sas.com/rnd/itech/doc/admin/sasserver/iombridge/iom_config.html
To tell EG about the server, you need to define a workspace server in metadata. You can use the EG repository for this -- that might be simpler if you just have one or two users and don't require additional SAS 9 servers. Or you can add a definition in the SAS Metadata repository. EG needs to know the host and port information for connecting to the workspace. The EG admin guide is linked from:
http://support.sas.com/eguide
Chris