OK it looks like you'll want to take the signal from between the gauge and this part called "the sender". However, as Grumpy_Mike stated, you need to make sure any input signal is going to be 5VDC or lower before it's connected to one of the Arduino's I/O pins. It will probably be 0 to 12 VDC, but if the gauge's documentation doesn't provide any information you should determine this experimentally with a multimeter (measuring the voltage between S to GND on the gauge when it displays the lower and upper limits on the gauge). The current will probably be low, but you do want to make sure will always be below 40 mA before feeding it into an Arduino (unless you use an opto-isolator like I mentioned earlier).
Once you know the voltage and current levels the gauge operates on, you can determine how best to reduce the signal's voltage down to a range suitable to feed into the Arduino. Because the signal is only going one-way, a series resistor of a specific value, TBD, with a high enough power rating should suffice. However that's not the only way to do it, just an easy but still normally effective way.