Look in any 4x4 magazine, and you can see a CO2 setup, with the ARB lines hooked up to it.

With a compressor setup, you should run it to a tank, and then run the lines out from there. That way, you don't have to have the compressor running to engage the locker every time. The tank doesn't need to be big, as the locker doesn't take that much air to actuate.