The IN probe goes between the RO and DI and the OUT probe goes after the DI.
If it were me though I would return it before you install it and get a much better ATC temperature compensated handheld so you can test anywhere not just two points. For RO/DI you need at least three, tap, RO only and final RO/DI plus you will want to monitor your ATO and other things too. I let the batteries die in both of my inlines, they lack the accuracy or versatility of handhelds that cost the same $25-$30.