As Tim notes, you put the nut on the tube, slide the tube all the way in until it seats against the gauge or other fittings and tighten the nut. It crimps the tube a bit and makes a seal. Afterwards since the tube is crimped it won't come back apart without sawing off the tube and filing it so it slides back through. Often times the soft brass has a slight flare also during the pinching process.
On older lines if they've been tighten/loosened several times, it's best to just cut the tube and use a new nut. I've had old fittings leak and a .50 cent nut is cheap insurance.
Jeff
