You may (and it is highly recommended) place a fuse in each phase between the variable transformer and the load. On the models listed the ouputs are terminals #3 on the three coils.
One other caution:
These units should be connected to a Wye (3 hot wires, a neutral and a safety ground) source. If the transformer is connected to a delta source (no neutral) and the load becomes unbalanced one or two of the coils may be damaged due to a voltage shift on the coils. Fusing cannot protect from this problem.
