Stock it comes with a cartridge oil filter. I have the spin on conversion from protege garage. To me its a lot easier, but others disagree. Plus the sandwich plate option is there in the future.
Now I'm not 100% sure where the best place to tap into for the oil pressure gauge without sandwich plate would be... so please don't take anything I say as "accurate" merely a suggestion on where to get started.
The oil filter cartridge housing (the part where you cram the oil filter into, that connects to the engine) has some lines running into and out of it. Now one of these I believe is a factory sensor and NOT an oil line, in fact they both might be sensors, you will have to confirm with someone who knows better than I.
I would suggest that cartridge housing as the place to start looking for the oil lines and then get a buddy to help you trace them and see if you can find a good, easy place to tap into them.
I beleive with the prosport gauge what you will do is put the sensor in line with the oil lines, then run some wires back through the firewall similar to the way the boost gauge vacuum lines are run.
I hope this helps at least get you started, best of luck to you, and sorry I can't be more specific as I just don't know enough about this.