On the outlet of the heater you will need a tee fitting (yes, a few other parts are needed, sice the heater outlet and the relief valve is of differing pipe sizes). The solution will flow through the tee fitting, and the branch of the tee will house the threaded end of the Pressure Relief Valve. Then put a hose on the barbed end of the relief valve to act as a drain/discharge, in case over-pressurization sets the valve off. The hose will allow you to direct this flow to outside the van, or maybe to the waterbox where it won't soak the van.
Make sure that you set the relief valve, since they don't come with any particular setting.