Took my car in to have gauges installed and everything went fine but the guys said they tried to plug in a code reader to the OBD port and got nothing, no signal. Is this something I should take to the dealer for or do they have other ways of pulling codes if a CEL goes off? I have never had a CEL go off or had to pull codes for anything before so this is the first time I was made aware of a bad OBD port in 20,000 miles of driving.

Do you know what kind of code reader it was? Some of the cheaper generic ones won't connect to Subarus. You can take it to Autozone and have them do a free scan, they won't find any codes but at least you'll know if the port is working. Alternately you can try finding someone in your local area with a scanner and have them hook up to it.
The OBD port is the only means of communication with the ECU so it needs to be working, if you suspect a problem with it by all means let the dealer check it.