If you have a gauge and not an idiot light, then you have a sending unit. Mechanics commonly call them switches sometimes. The sending unit and the switch are functionally similar, they screw into the block in the same place, and have one wire connected to them, but the sender will move the gauge needle and the switch is a simple on/off oil pressure or not, that turns on an oil light.
The link Shawn posted is for a sender that works on 99% of all boats, even on my Toyota. It is similar to some auto senders but it is good for 110 PSI oil pressure, boats usually have a HP oil pump. Look for it around the oil filter, it's usually close by. All you do is disconnect the wire, unscrew the sender using an open end wrench, replace it and reattach the wire.
You can test the gauge by disconnecting the wire to the sender and grounding it to the block with the ignition on. The gauge needle should go to full scale. If so, the gauge is good.
Here is what it looks like on my boat, yours will be similar and will be near the oil filter. One wire on a terminal on the end of it, that goes to the gauge.
Hope that helps.