Actually Lowes and HD both carry pressure gauges. Just not in the pool section.
They are in the plumbing section with the well pumps and such. The same gauge is used on residential well systems. If you look in the area with the pressure switches and blow off valves, there are pressure gauges there too. They come with two sizes of threads. If I am not mistaken you want the 1/4" threads. The teflon tape is in the same section. A roll costs about a buck.
Wrap 4-5 turns of teflon tape on the threads of the valve. Turn it in hand tight, then CAREFULLY snug it up with a wrench. DO NOT OVERTIGHTEN or you could crack the filter housing. If you get it snug and it weeps, take it out and replace the tape adding a turn or two more. Try again. It's the kind of thing that you need a knack for, not hard, but might need a little trial and error if you've never done it before.