By temperature gauge, do you mean Temperature controller...such as a BBQ Guru or similar device? Many of us, me included, use such a device to maintain temps in our cook chamber. The gauge (thermocouple) goes in the cook chamber, like Al said, and then there is an electronically controlled fan that controls the amount of air flow to the fire box.
These devices work better on some smoker types than others. They work great on insulated vertical charcoal pits like mine, but are less effective on offset stick burners that require lots more airflow and use lots more fuel.
Not sure if that answers what your were asking...
Red