Depends on the sender you have.
Some senders have 1 pole, you run a wire from this to the sender plug on the gauge.
Some senders have 2 poles, one is for the oil pressure switch wire for the buzzer and the other is for the gauge as above.
Some senders have 2 poles, one to go the the gauge and the other to earth the sender.
The way to tell the difference between the two 2 pole ones is to do a resistance check across the 2 poles. The type that needs earthing will have a resistance of about 10 ohms of the top of my head. The one that works with the pressure switch should read infite resistance.
Hope that helps.
Then you just wire up the positive and negative on the gauge.