What is that little gauge on side of air filter box?

Read the owners manual.

at the service interval

There service life is 150K miles from what l have read.
The little guage on the side lets you know how well the air is flowing. as long as the color shown is not red your ok

Below u will find a link to Ford Motor Company to view ur recommended service interval. From what l see, Ford recommend changing the air filter flow gauge ever 75,000 miles & to replace the filter as needed determined by the gauge. This Filter is definitely not lifetime, but appears to have an extended life compared to most air filter. When replacing, l would recommend replacing only Certified Ford Replacement Parts, because there is obviously a difference in this air filter. Most manufacturers recommend about 12m/12k miles to replace the air filter.

http://genuineservice.com/genuineservice/en/QCMFullView

Hope this provides the necessary information to service ur vehicle properly.

If your gonna buy a replacement air filter l recommend performanceautoparts.co.uk.

These guys have cheap prices and next day delivery.

For a ford focus try this page: http://performanceautoparts.co.uk/ford-57i-induction-kits_c0_5206_2282_2283_2292.htm

Just scroll down the page to find it.

Cheers and good luck