Depends on whether you're tracking or mixing.
Tracking would put the EQ, if you even need one, between the source and the AD process.
The compressor could go before or after the EQ. Generally, for tracking, after, but it depends on the frequency characteristics of the EQ. This is an experience thing.
If you are mixing tracks then the EQ generally, but not always, goes at the end of your entire recording chain before you bring the final stereo mix back into the computer for the final process. This can be either prior or during mastering. The EQ would be followed by a compressor, not always however, and then followed by a limiter if you are mastering yourself. Another alternative is to set up a chain with the EQ then compressor bring this back into the computer and master it in the box.
Lot's of options. Your best approach is to buy a patch bay so you can easily re-route everything for whatever task is at hand.