The two ways (I'm familiar with) to incorporate the UV lights are:
1. Water goes from the tank... to the filter intake... through the filtering media... out the filter's return hose (therefore any filter with an overflow only return system will not work)... into the UV light (from what I understand with most models it doesn't matter which end is inlet and which end is return)... out of the UV light into your tank. If you feel you need a bio wheel on your return system you can buy attachments for return hoses to run through a bio wheel (I just bought a Magnum 350 that has one, haven't used it yet so I have no recommendations there).
That system works wonderful with canister or similar external filters. If you already have a suitable over flow filtration system consider the next option...
2. But a $20-$50 dollar pump from wherever (Home Depot/Lowe's carry them). Be sure to read the Gallons Per Hour rating and get the pump that matches the recommended flow rate on your UV light. I've been told that if the flow rate is too high, the light will not have time to do what it's designed to do and if the flow rate is to slow then the light will wear out faster, could burn itself out and could heat up your water at an uncontrollable rate. Once the proper pump size is established drop the pump in the aquarium and pump the water directly into the UV inlet and from the return to the tank.
I would discourage this method because the water that goes through the pump as well as the UV light is unfiltered and the risk of debris damaging one of these pieces of equipment increases.
That's about all I have to offer on UV lights. I have one in use and just purchased a second one I plan to use on a large project I'm working on. I saw a very impressive difference when I added mine to my 125 Gal. I would like to ask, is it worth it to add this unit to a 20 Gal? I have a Penguin 330 overflow filter on a 29 Gal and it has done a wonderful job keeping this aquarium clean and the water near crystal clear (with 20% weekly water changes, which I would suggest regardless of filtration)