Can I simply connect one into the other (with cap/res as directed) or do I need an amp between them? Usually the MSGEQ7 takes regular line-level audio. How do I know this based on gain etc?
It depends on the levels you're measuring. If they're in the 1Pa (94dB SPL, business meeting) range, your output levels will be in the 100-200mV range max. In that case, you might want some gain. 10Pa (114dB SPL, busy urban intersection) would get you near full scale.