I'll make some generic directions up anyway
Put the sensor in the exhaust pipe
Run the wire harness from sensor to gauge.
You will most likely have a power wire, connected to 12+, and a ground wire.
Hook up the harness to gauge, and mount.
Drive the car
i was looking at a universl that i think splices into the o2 sensor wiring. i have 2 white wires coming out of my sensor . does it make a difference which i go into? how many input wires go to the gauge?
Yes. The best option would be to have a muffler shop drill a hole in your front exhaust pipe, then weld the threaded bung in. Unless you weld it yourself
Location is kinda important too. If the car is NA, then the sensor has to go in the pipe After where they merge to 1. If turbo, then it can pretty much go anywhere in the downpipe. In both cases, the sensor needs to be before the cat. converter.
Gauge looks good! As for the o2 sensor, Bosch IMHO is the best/most reliable. I suppose your kit doesn't come with an o2 sensor, so yes, you will have to buy one. When searching for one, make sure it is designated as "wideband" or has a voltage range of 0-5v or volts.