and what point should the gauge turn to?
You don't say whether you have a hot water or steam heat system. Also without knowing what your set up is makes it difficult to give you a good answer. If steam, you definitely DO NOT want to fill the radiators. Your best bet would be to have a licensed technician come in and get you properly set up.
you need a lot more specifics here, what type of system? Do you have steam radiators or hydronic baseboard? Steam you only fill the boiler up so far and a hydronic boiler with baseboard you fill the system usually to 15PSI on the gauge (your relief blows at 30psi so don't go over that) BUT there is a lot involved as far as purging the air out if its hydronic baseboard depending on how your system is set up. HIGHLY recommend you call someone because clearly you have no clue what your doing and if you screw up your system your gonna be calling someone anyway so save yourself the headache.