Didn't the gauges come with instructions?
1. Go and buy a multimeter, a pair of alligator clips, and a paper clip. Open out the paper clip and slip it into the back of each connection at the O2 sensor connector. Start engine. Use the alligator clips to connect one lead of the multimeter to the paper clip. One connection should show approx 14V, one will show 0V, and the other will be varying between 0 - 1V. That is the one you want. (It should be the middle one)
2. You've been given the answer - find the oil pressure sender, located just rearward of the oil filter. Insert a T adapter.
I personally prefer essay-quality (not an essay, just essay-quality), because I then don't spend half my time deciphering what you are saying. We may be "talking" cars, but we are doing it by "reading" the words, not by "hearing" the words. So it would be nice if you spelled the words the way most of us are used to seeing them spelled.