It's hard to tell from that picture... it looks like it might be electrical. If that's the case, you'll need a "T" fitting to splice into the hose going to your stock bpv, a length of tubing to connect the "T" to the sending unit, a sending unit, wires going from the sending unit to the gauge, one or more fuse taps to get power and whatnot from your fuses, a gauge, and a gauge holder. It looks like you'll at least get some of those parts... let us know when you get the actual gauge. Try to get more details - like what brand, what style gauge, and exactly what parts you were given and we'll go from there.
07 WRX (Albins 5MT + Blouch 20G)
Jorge Carrillo Tuned (365 whp/340 wtq)