I have a 94 F-250 diesel pickup. I put a rebuilt engine in it and the oil pressure gauge don't work now. What do I do to check it?

You have hooked up a manual test gauge to the oil pressure sensor/sender port and verified you have no pressure? Did you prime the oil pump before you starter the engine?

if you have a 4jx1 3.0 engine then the engine wont run properly because engine oil pressure is what drives the direct injection system.
Check for blocked oil filters 2 pieces if not remove the oil pan and check the oil pickup tube for oil sludge blockage

This is an oil PRESSURE issue, not oil level.
It is likely that when you stop, and the engine returns to idle, the oil pump is not creating enough pressure to push oil up to the top of the engine and lubricate the valve assembly.
I hate being the bearer of bad news, but the plastic impellers in most modern oil pumps do fail over time, especially if they've been disturbed by the work associated with an engine rebuild. Or, it could be that it is not sitting right on the pickup and feed tubes, and they are being blocked and causing pickup problems at low RPMs. The solution will involved dropping the pan to figure out what's going on with the pump.

internal engine failure

see this tips and fix it. God bless you
The oil pump supplies oil to lubricate your engine. If the oil pump is worn or is not turning, the engine will suffer a loss of oil pressure, which may result in engine damage or engine failure.
The first sign of trouble may be a low oil pressure warning light, a drop in the normal reading on you oil pressure gauge (if your car has one), or the appearance of ticking or clattering sounds from your engine.
As a rule, most engines only need about 10 PSI of oil pressure for every 1,000 RPM of engine speed. Oil pressure will read higher than normal when a cold engine is first started because the oil is thick. Oil pressure will gradually drop as the engine warms up and the oil thins out. So normal oil pressure on a warm engine cruising down the highway is typically 30 PSI up to 45 PSI.
SYMPTOMS OF OIL PUMP TROUBLE
The first thing you should do if any of these symptoms occur is to stop your car, turn off the engine, let it sit for a few minutes, then check the oil level on the dipstick. If the oil level is at or below the ADD line, add a quart of oil to bring the level back up to the full mark. Add as much oil as is needed to raise the level to the full mark. Then restart the engine. If the warning light remains on, or the oil pressure reading does not climb back up to its normal range, or the engine noise does not go away, you may have a bad oil pump.
The other possibilities include a bad oil pressure sending unit, or a problem with the oil pressure warning light circuit or oil pressure gauge.
OIL PRESSURE SENDING UNIT
If the engine is NOT making any unusual noises and seems to be running normally, and the oil level on the dipstick is FULL, but you are still getting a low oil pressure warning light or low gauge reading, the fault could be a bad oil pressure sending unit.
The oil pressure sending unit is mounted on the engine block. On some applications, there is a spring-loaded pressure-sensitive diaphragm with a switch inside the sending unit. This switch completes the circuit to the low oil pressure warning light if oil pressure drops below a certain threshold. The unit may stop working if the diaphragm inside fails, if the switch is stuck, if the small hole that allows oil to enter the sending unit becomes plugged, if there is a loose, corroded or broken wiring connector at the sending unit, or there is a fault in the wiring circuit between the sending unit and warming light.
On vehicles that have an oil pressure gauge (electronic, not mechanical), the oil pressure sending unit has a small rheostat inside that sends a variable voltage signal to the oil pressure gauge when the diaphragm moves. A worn spot on the rheostat or any of the other problems just described for the simple pressure-type oil pressure switches can cause a problem.
FORD'S FAKE OIL PRESSURE GAUGE
On many Ford vehicles that were built from 1980 through the 1990s, the oil pressure sending unit has two switches, a low pressure and a high pressure. These vehicles also have an oil pressure gauge, but the reading on the gauge is not a true indication of real oil pressure. As long as the pressure to the sending unit is between high and low, the gauge will read normal. If oil pressure drops and trips the low pressure switch, the dash gauge will now read low. Or, if oil pressure goes up and trips the high switch inside the sending unit, the dash gauge will read high. Consequently, don't rely on the oil pressure gauge for an accurate reading in these vehicles. It is only a gross indication if the oil pressure is low, normal or high.
OIL GAUGE PROBLEMS
If the engine is NOT making any unusual noises and seems to be running normally, the oil level on the dipstick is FULL, and you have replaced the oil pressure sending unit but are still getting a low oil pressure reading on the dash gauge, the fault could be in the wiring circuit between the sending unit and gauge, or the gauge itself might be bad.
Check the wiring connections on both ends as well as wiring continuity between the sending unit and gauge. If no wiring faults are found, hook up a pressure gauge directly to the oil pressure port on the engine and check oil pressure with the engine running. If the engine-mounted gauge shows normal oil pressure but the dash gauge is reading low, the problem is a bad dash gauge.
On the other hand, if the engine-mounted pressure gauge reads low and you have done all of the above, chances are the oil pump is worn, or it is not picking up enough oil because of a restriction or blockage in the pickup screen in the bottom of the crankcase.
OIL PUMP PICKUP PROBLEMS
The pickup tube has a screen on the end to prevent large chunks of anything bad that ends up in the crankcase from being sucked into the pump. But we are talking BIG chunks of debris, not normal wear particles or carbon or dust or other microscopic-sized abrasive particles that can cause pump wear over time.

To start with, I assume you have a warning light instead of an oil gauge.
You could check the oil pressure with a mechanical gauge.
The problem with low oil pressure can be the pump and also bad crank bearings. The bearings can be worn enough to loose most of the oil pressure before the oil gets up to the top of the engine.
The problem with pumping oil up to the top is it needs to be in the passages of the block to get to the crank and cam bearings, not just on the cam itself.
So even replacing the oil pump may not fix the issue.

A low oil level will cause this. If the oil level is fine, then you need to have a mechanical gauge to verify the pressure is really low and that you don't have a bad oil pressure switch. You could try replacing the switch first if you don't want to put an oil pressure gauge in the vehicle. If the pressure is indeed low and the oil level is normal then replace the oil filter to see if that brings the pressure back up. If the pressure is still low, remove the oil pan to check the pick-up tube for debris. If it is clear of debris then you'll be needing to replace the oil pump. Another possible cause of low pressure is a damaged rod or main bearing and would require the engine to be rebuilt.

A symptom of a engine that is almost 20 years old perhaps 200k+ miles. Mine does the same thing. I don't know how accurate the dash gauge is ... but I haven't been worrying about it. I run 10w-30 year round. I've had the truck over 8 years and 120k miles ... still runs great and the oil pressure gauge works as you describe since I bought it. Unless you are sure you have serious bearing problems or whatever I'd just drive it.

the pressure bypass valve in the oil pump leaking by and not closing completely to make the pump build full pressure,or the pump is working and the sending unit is giving you a false reading,then you should have a mechanic put on a gauge to see actual pressure of the pump,don't wait cause if pressure is actually that low you will sustain engine damage soon

First, let's determine that the oil pressure sending unit is not bad. Can you hook a mechanical gauge up to the engine? If the mech gauge reads the same as your other gauge, you def have an issue. Either the oil pump has excessive clearance internally, a VERY weak (or missing) oil pump relief spring, or you have a severe oil pressure loss inside the oil gallaries in the engine. Some engines have restrictors in the oil passages to control the pressure. Doubt that this is the case here, though.
My best guess (and, this is a guess) is maybe the oil pickup tube is loose, or the oil pump is loose. If so, the pickup may be pulling air, instead of oil, and lowering the pressure. Get this fixed ASAP, low oil pressure will damage you new motor.

Hope this gives you a little light on the subject.