When you initially create the gallery you choose the datasource. I'll assume you've already done that, and I will attempt to fill in some blanks by assuming what you want to show is something like an employee name?
Assume your Sharepoint list is named "SharePointList",
assume you have a column in the list for "Name" which is what you wish to show in the gallery,
and the column you've already mentioned "Request Status".
Select the gallery, change the "Items" to be this for "Pending" as an example:
Filter(SharePointList,'Request Status'="Pending").Name
"Filter" gives all records with Request Status = Pending, add .Name at the end so the gallery knows which field you wish to display.
