A boost gauge is used to monitor the amount of pressure (boost) your turbo is maintaining within the inlet manifold.
Boost gauges measure pressure in pounds per foot (lb/ft) or pounds per square inch (PSI). Most people prefer gauges showing PSI mainly because the display readout is more granular allowing you adjust your boost target more accurately.
Both instructions below need more detail
Fitting a boost gauge (new age)
New age cars do not have a spare 'nipple' like the classic shape Impreza's.
Instead use a tee piece in the pipe that runs from the manifold to the dump valve at the dump valve. It is understood that the dealers instruction sheet from Subaru shows this as the recommended point.
Boost gauge tap-in point - new age cars
Note that in the picture above the strange device (dump valve signal hose) is turned around 180 degrees. You will find it facing the other way.
Fitting a boost gauge (classic)
Classic shape Imprezas have a spare 'nipple' on the inlet manifold. Simply remove the blanking pipe and fit your vacuum pipe.
Information source - ScoobyNet, author - steve sherwen