I have a 1985 Chevy S-10 With a new engine in it. I am having a problem
with the vacuum system I believe, when the engine is running and I take
off the oil filler cap, I feel air coming out and I believe it should be
sucking in. Anyone know how to fix this?

Sounds like a non-working PCV valve.

PCV is short for Positive Crankcase Ventilation. It should be located
on top of a valve cover and have a thick vacuum hose running to the
carb or manifold. It keeps the pressure from building up in the
crankcase.

Even if the PCV valve is in place, it still needs to have the vacuum
line connected in order to work properly.

~jp