Infrared Receiver - Simple questions regarding data sheet and basic electronics
Use the application circuit diagram to connect to the Arduino. Since you are using 3.3V, you don't need R1 and C1 (short instead of R1, simply omit C1). The "Output" pin should be connected to a GPIO of the Arduino. 

The "Max Supply Current" is the maximum current that the part will draw, not what you need to limit it to. You rarely have to limit the current to a module.