Basicallly, all you need is a feed line from the air output on the compressor, a connector that has 1 inlet on one side and an outlet on the other on the tank, [ looks like a T-piece] and you're good to go.
Pretty much anything that holds compressed air / gas / liguid will do the trick.
I've even heard of old scuba tanks being used - so long as they're still in test.
On the outlet line you'll add things like water-traps, regulators and safety release valves - but make sure they are easily reachable.
It'll save you time and grief later if you need to replace anything.