The needle should move pretty much as soon as the car starts and the engine builds oil pressure.
What do you mean by "power at the wire"? If you are asking if there is say 12V on this wire, then no. The sending unit is a variable resister, so as oil pressure builds, it changes the resistant between the feed wire and the ground which makes the needle on the gauge move. To test the gauge, you can ground the wire temporarily and the needle should move upwards. This is just to see if the wires are connected and if the gauge moves. If that is good, you can test the sending unit by blowing air into it (see pic)