That's a PRV pictured, and that makes a closed system which requires an expansion tank. The reason the TP valve is leaking is most like due to the increased pressure when the water heater is heating. That's why you need the expansion tank. The expansion tank has a Schrader valve like a tire and is charged with an air pump just like a tire. You pressurize the tank to the same pressure the PRV is set to. If you don't already have a water pressure gauge, get one. I actually installed one in my supply line between the PRV and expansion tank, but it's not necessary to install it, but you need to have one to set the PRV. The air pump recommended is just a bicycle tire pump or similar, but I used my big compressor with caution and it worked great.