Where do you connect the fuel pressure gauge to check the fuel pressure on a 2001 BMW X5 4.4i? Is it the needle valve on the stainless steel tube on top of the engine leading to the fuel injectors?

U need pressure guage 35-45psi

Under the hood under the plastic cover there's a aluminum colored bar right on the top above your spark plugs on the top side of that squared bar (fuel rail) you will see a spot were you can screw on the pressure gauge to it also if you push it in the center while starting you will know if fuel is coming up that far it will shoot out

All fuel injected engines have a fuel rail, and at either end you will find a very familiar schrader valve which is the same as is used in your wheels to inflate tires. Put a standard air pressure gauge on it and you should see 40 to 45 lbs. pressure which is in normal range.