Your oil pressure gauge is a mechanical gauge and takes oil through a tube off of the back of your engine, left (driver's) side. A quick but dirty way to ensure you have oil is to take the pressure fitting off of the back of your deck and briefly run you engine. Keep a rag nearby. I wouldn't run it for more than a second or two. You should have oil coming out of the fitting. In addition, if you find that it is the gauge, I would not run an engine without an oil pressure gauge that works. Don't know where the pressure fitting is? Follow the thin 1/8" (I think) tube coming out of your firewall back to the block.
A more expensive route is to get a mechanical gauge and hook it up in your engine compartment, but that really isn't necessary. I would venture a guess that either the gauge or the tubing isn't working. I would further guess that your problem is a blocked tube. The good news is that these tube kits are available at any auto parts store. You want to go with one that has nylon (?) tubing and not copper. Copper gets very brittle in the engine compartment. I helped a friend and he didn't want to take the time to get a new tube kit so we cleaned his old tube out with solvent and reinstalled it.
Gary
