All you do is take the old one out of the intake manifold and put the new one in. I think its the one on the passengers side.
EDIT: Just went out to the garage and took a look at my GN. The one for the gauge is to the left and slightly below the thermostat/ water neck on the passenger's side. Thats where mine is hooked up. The other two on the drivers side are the coolant temp sensor and fan switch for the ECM (I think).