Fuel pressure, where do I hook up to test the fuel pressure?

Without the valve you need to remove the fuel line at the fuel rail and T into that with the gauge. You will need the CH-47831 tool to release the connection. Then connect up the scan tool or turn the key on and off multiple times so that you can run the pressure tests on the pump, you want to see a key on engine off pressure no lower than 48 psi but ideally it should be between 75-85 psi. Then when you turn off the key the pressure should drop no faster than 5 psi in a minute.
FYI, your truck may have been part of the recall GM had on them. I would verify that was done.

https://static.nhtsa.gov/odi/tsbs/2014/SB-10054993-8946.pdf