This should be a small addition to your existing wiring so a diagram is difficult without knowing what you already have. The usual arrangement is that there are two wires from the dynamo, and one is routed through a switch. Then the pair splits to feed front and rear bulbs. The regulator should be wired between the output side of the switch and the non-switched wire from the dynamo ("common"), so regulator and both bulbs are in parallel. If the regulator is not controlled by the switch it will be active with lights off, wasting a little pedalling effort and will need higher-rated (wattage) diodes.


An image search for "Zener diode" shows a lot of small glass or plastic cylinders with wire ends. One end has a stripe. Back-to-back means: connect the two striped ends together, then connect the remaining free ends to the switch and "common".