Ideally, you want the probe between the UTH and the cage. You will wan to use a thermometer or heat gun to find the correct temperature. With the probe between the UTH and the tank, you normally have to adjust your thermostat to about 93 degrees or so to get the floor of your enclosure up to 90 degrees. You don't it much hotter than that.
Although most suggest against it, in my first tank, I had the probe ran inside my tank, under my paper towels (substrate) and into the warm hide. This isn't recommended because that snake can lay on the probe, or pee on it, which could cause some fluctuation in the temperature. I never had that issue, but it could happen. If you do run it inside the tank, do not use tape to hold it in place. Your snake could get stuck to it.