You’ll probably need: a ¼-inch copper or plastic tubing, a shut-off valve (if your line doesn’t have one), a drill, a wrench, and some Teflon tape. Also, a towel—because things might get a little drippy.
If you’re using a refrigerator’s water line, you might need a saddle valve. Don’t worry, it sounds like a horse thing, but it’s just a clamp that taps into the pipe.