I bought an electric oil pressure guage the other day and was wondering where/how to install the sending unit.

 

There should have been an instruction sheet with that new gauge.

The usual method is...
- remove the oil pressure warning light switch.
- install a T-fitting in it's place.
- install the switch in one leg of the T-fitting.
- install the gauge sending unit in the other leg of the T-fitting.

On the 4Gen Maxima engine the oil switch is located low on the engine block, on the firewall side. It is just "around the corner" from the oil filter.