In the case of that emitter-sensor module, I think that is the one you are going to remove the emitter and sensor from, both the emitter and sensor have a flat spot on the their base. The flat spot is the "cathode" and it goes to the negative side of the voltage. They, both flat sides, go to common on the little board. I don't think you can go wrong or need to mark anything.
Here's a picture of an emitter diode...I can't find a clear picture of the sensor, but the base of it is flat on one side just like this emitter.