It depends on the type of O/P gauge.
If it's mechanical, you'll need an oil line running into the cockpit, which can get real messy real fast if you ever get a leak.
If it's electric (like the Autometers in Art's car) there is an O/P sensor that's in the engine bay. It senses the pressure and sends voltage to the gauge for display.
Here's a pic of Art's sender when it was on my car:

The big round brass thing is the oil pressure sensor, and the wire screwed to it sends the signal to the gauge. The smaller brass thing is the oil temp sensor.
Usually, electric O/P gauges come with sender units. I know Autometer's do. The only gauges that don't seem to come w/ the correct sender are EGT gauges. If this setup doesn't have a sender, you can prolly get one thru Summit:
http://store.summitracing.com/partde...art=ATM%2D2242
0 to 100 psi, Autometer oil pressure sender $28.39
Boo yam.