To connect multiple strands of Christmas lights together, you'll need to use a three-way splitter. This splitter allows you to connect three strands of lights into one outlet, and it's usually available at most home improvement stores. You can also use an extension cord to connect multiple strands together, but be sure to use a heavy-duty extension cord that's rated for outdoor use. Be sure to read the directions on the package before you start connecting the lights to ensure you're following the correct instructions.