Noob question here: What other equipment besides an O2 tank is needed to oxygenate the wort?
You will need a regulator, preferably an inline syringe-type filter, and some kind of airstone, plus the tubing and maybe some clamps to connect it all.
My two cents: unless you have a dissolved O2 meter, or at minimum a flow rate meter, I'd stick with aerating. With pure oxygen, there's always the risk of super-saturating and oxidizing the wort, and with air that just isn't possible. The downside to aeration is that it takes longer (5-10 min vs. 1-2 min).