Getting the tank connected to the Carbonator Cap is easy; you just need a few small things. First off, get yourself a Quick Disconnect to attach to the Carbonator Cap. This allows you to take the hose on and off the bottle with ease. They're like ten bucks and you can get one here.
Next, you'll need some hose and a couple of hose clamps to secure either end to your equipment. I use about five feet of hose for flexibility, and I found one online that actually comes with two hose clamps, which will save you a trip to the hardware store.
That regulator doesn't have a barbed connection for your hose, so you need to pick one up here. They cost about a dollar. Now this is important. Your regulator will come with a small plastic washer taped somewhere inside the packaging. It needs to go between the regulator and that hose barb so that your gas doesn't leak through that metal-on-metal connection. Place it in between the hose barb and the screw mount on the regulator. Here are the pieces, I think you can figure out how they go together:
Now all you need to do is connect one end of that hose to the quick disconnect, and the other to the hose barb. Use those hose clamps to get it good and secure on either end, and then screw the regulator to the CO2 tank. Open up the tank, flip that valve on the regulator so that it's parallel to the hose, and crank your PSI up to 25.