What voltage level? Indoor?
By SPD if you mean what is also called TVSS at low voltage systems (600V and less), I would not connect them to line side of service disconnect, but rather on the bus load side of the mains. SPD should be protected by a OCPD to in case they themselves blow up (like any other piece of equipemnt).
Connection method depends on the type of system you have (3 ph, 3-wire or 3 ph, 4-wire). All SPD manufactuer's literature contain wiring diagrams and application notes.