You'll have 3 or 4 leads on your gauge and 2 on your sending unit.
The sending unit has leads that should be labeled S and G for "Sending Unit" and "Ground" The ground should be black and the S might be pink.
The gauge wires will be labeled S, I, G and maybe L. S and G are the same as the sending unit. I is the 12V from the ignition, and L is 12V from the lighting circuit for the bulb in the gauge if it has one.
The first step is to verify that you have 12V between I and G on the back of your gauge when the key is on. If you don't, you have a problem outside the gauge/sending unit.
If you have the 12V between I and G, then short the S lead to the G lead at the tank . Your gauge will go to full if it is good. If the gauge tests good, connect the voltmeter from S to G on the gauge or at the tank and move the sending unit. You should see voltage ranging from 0-8V or 0-12V as you move it.
If you have 12V at the gauge, the gauge pegs when you short the leads and you don't get any voltage change when moving the sending unit, you most likely have a bad sending unit.