one side is usually a 1/4'' pipe thread, the other end should be a 1/4'' flare threading.
hopefully, you have a shut-off ball valve on your regulator, but if not, it works the same. if you have the ball valve, it has female pipe threads. the male pipe threads from the check valve go here. if you don't have a ball valve, then the male pipe threads of the check valve go directly into the regulator. your hose should have a female swivel barbed fitting that is also a flare. you will use a washer in between this fitting and the check valve.
it is difficult to describe, but once you do it, it should make sense.