You'll need a fitting to go from the male pipe thread (will either be 1/2 or 3/4) to pex crimp or whatever pipe you use. I use copper in my house, so if I was doing this project I would likely sweat on a threaded adapter onto the pipe and screw it together. On most of these faucets I've noticed that you can actually sweat a copper pipe directly in, but that sounds like it might cause headaches in the future should one have to replace the faucet (a relative wants me to replace one of these and the basement plumbing for it is in a tight area...) Threaded fittings I use pipe dope (Rectorseal) but you can also use teflon tape. One the faucet is in the hole and mounted you can give it a bead of silicone caulk. I wouldn't "cement" it in place. Many even have a gasket.