exhaust temp gauge
 

do you have to have a probe for the temp gauge or how does it work?

yes, it is called the pyro gauge it measures the egt's (exhaust gas temps)

Pyrometer, and yes you need to tap the exhaust manifold before it dumps into the turbo up-pipe, most guys tap it while the engine is running to "blow" any shavings out the hole so they dont go into the turbo and harm the impeller blades