What you need to do is cut into the vacuum pipe that runs from the fuel pressure regulator and connects to a big pipe that takes a feed off the inlet manifold. There will be 2 connections, 1 is for the ecu the other is fuel regulator.
With the gauge you should get a t-piece, just cut the vacuum pipe (not ecu one) somewhere easy to get to. I cut into mine above the fuel rail. Ideally you wanna order a length of silicone pipe. I have some spare if your interested?
Then just run the pipe from the t-piece to the back of the gauge through the bulkhead. Assuming that this is a mechanical one? Will take some pics of mine so you get the idea.