They get plumbed into your existing setup. Your pump will push water through your filter, then your heater and then back into the pool. I have some pics of my setup in
My plumbing post. I'm in the process of attempting to change my plumbing up to put a SWG in the mix after my heater. I'm also going to plumb in a bypass option so that if we aren't running the heater I can bypass it and just have the pump running water through the filter and SWG.
Edit: Basically you'd just need one extra hose/plumbing run. From your filter outlet you would move that to connect to the heater's inlet. Then connect from the heater outlet to your pool return. The Raypak has threading for either 1.5" or 2" threaded PVC - they recommend schedule 80 for at least the first few inches off the heater