Hello, Tom.
I moved your post to the “Voltage regulators” section of the forum since it is more appropriate.
It looks like you have asked very similar questions about this regulator in the past; in the future, if you have more questions about the same topic you have already created a thread for, please continue the discussion in your previous thread.
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It looks like Patrick answered your question about connections in your previous post.
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We do not have any specific advice for adding a heat sink, and I generally wouldn’t recommend doing so unless you really think you need it. As Patrick explained in your other thread, whether or not you need one will depend on the power demands of your load. To add to that, any time you are adding a conductive part to your system, there is a chance for causing a short, so if you do add a heat sink, you should do so very carefully. Another option to consider is getting a more powerful voltage regulator that does not need additional cooling to handle your load.
Brandon