How do you give a cloned object a parent?

Instance:Clone() returns a reference to the cloned instance, so just use that:

local ClonedInstance = Instance:Clone()
ClonedInstance.Parent = TargetParent

There are two ways you could go about it

The first is doing it all without creating a variable for the object. This would mean you can't make any changes after parenting the object

game.Workspace.Lighting.Sword:Clone() .Parent = sword.Parent.Starterback

The second way is to assign the cloned object to a variable, which would allow you to make changes even after parenting the object

local clone = game.Workspace.Lighting.Sword:Clone()
clone.Parent = sword.Parent.Starterback
clone.Name = "Woah I can still change this!"

As you can see in the second example we were able to change the name of the cloned object after parenting it

Hope this helped!