Where does the expansion tank go on an oil boiler?

I have a Dunkirk II Empire oil boiler that I'm replacing my old boiler with. The plumbing connections aren't made yet. I have a check valve and my water makeup on the supply side, the return side comes straight to the circulating pump. There's a 3/4 plug in the top of the heater. Does the expansion tank need to go into the supply, or can I just take it off of the 3/4 plug?