OK that's a very basic sensor type with no active electronics on board. It simulates a DC resistance bridge and has to have a excitation voltage applied (+5vdc from Arduino and ground should work fine) and then the measurement value is measured from the other two terminals. The problem is this is usually a pretty small voltage range, say 0-100mv. This usually requires an external opamp to raise the measurement range to the 0-5vdc normally used with an Arduino analog input pin. There is a way to have the Arduino use it's internal A/D reference resulting in a 0-1.1vdc measurement range directly.
Anyway there are other DP sensors that include built in electronics but of course they cost more and you seem to already have this basic kind. The first step I would recommend is to research and study basic Wheatstone bridge principles. Here is but just one link to start:http://www.maxim-ic.com/app-notes/index.mvp/id/3426