If you create the infinite tee filter and add it to the graph first (IFilterGraph::AddFilter), the graph manager will include it in the graph when you render the file (IGraphBuilder::Render or IGraphBuilder::RenderFile).
To add the AVI decompressor to a graph by hand, just create an instance of it (CLSID_AVIDec) and add it to the graph (IFilterGraph::AddFilter).
If you add filters to the graph first, then use the Render or RenderFile methods of IGraphBuilder, you shouldn't have to worry about connecting pins or anything. IGraphBuilder does that all for you.