Ideally, the best way to run a POD is to plug it into the return of your amp's effects loop. This bypasses the preamp stage of the amp, running the POD straight into the power amp, giving a cleaner signal.
If your amp doesn't have an effects loop, simply plug straight into the amp, and set the amp for a clean sound.
That said, there really aren't any rules. I actually ran my POD-XT into my Marshall JCM 800 stack (no effects loop) for a number of gigs years ago and was able to make it sound cool. I encourage you to just experiment and try any ideas, as you'll never know what cool sounds could be lurking in your gear!