If the device you want to connect has it's own regulator, you need a "T" installed between your tank outlet and your rig's regulator.
If the device you're using does NOT have a regulator, you need a "T" installed AFTER your rig's regulator.
Pretty much every device will fit into one of those categories.
I use a Camp Chef propane stove as part of my outdoor kitchen. It has it's own regulater, easily visible when you look at the stove. So I use a "T" installed between the outlet of my tank and the regulator for the MH.
Jim