Oil pressure sensor or switch has to be connected to the main oil gallery and it is generally most convenient screwed into the oil filter head or the gallery side of the cylinder block - you omitted to say whether your car has an oil pressure gauge?
If there is a gauge the light might be switched by the gauge itself or if the gauge is electronic and computer driven, the computer might be switching on the light.

It is worth checking the vehicle handbook or a wiring diagram to be certain what you have and how it works.
Some vehicles are no longer fitted with an oil pressure light and other vehicles have a light for the oil pressure and another for temperature and/or oil filter blockage.

Low oil pressure light on shouldn't be taken lightly and if a replacement switch/sender doesn't cure it, you should have an oil pressure test carried out asap.