Well depending on how you want to hook it up you will need to gain access to the oil for the sender units.
There are a couple options. An oil filter sandwich adapter that allows you to tap into the oil flow with sensors.. (it installs inline with the oil filter) or a couple oil galley plugs. The galley plugs would have to go on top of the block near the throttle body, and there is also another spot near the alternator. You will have to use both as you have two gauges with two sender units, one for temp, and one for pressure.
Sandwich adapter. Keep in mind these are occasionally problematic and can leak if not installed properly. (need to use teflon tape on the sender units etc etc.)
http://prosportgauges.com/oil-filter-adaptor-plate.aspx
Galley plugs:
http://prosportgauges.com/subaru-oil-galley-plug.aspx
Other than that you just have to do wiring.
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-Luke-
2008 STi