There are two common options when using an SDR together with a ham radio rig. You can either create an IF tap within your ham radio and connect the SDR to that, or connect the SDR directly to the antenna via a switch that switches the SDR out when transmitting.
Over on YouTube, Ham Radio DX has uploaded a video discussing the latter option and revealing its advantages. In the video, he mentions results by HB9VQQ that show that connecting an Airspy HF+ directly to an antenna via an SDR switch from SDRSwitch.com results in 60% more spots on WSPR, compared to using an IF tap from an FT450D ham radio rig.
He goes on to explain and demonstrate his setup and the recommended switch that he is using, which is the SDRSwitch by N2EME, available at SDRSwitch.com. He notes that this switch is recommended due to its very low insertion loss and high isolation specifications and compares it against an MFJ switch, which has some rather terrible specifications.