I bought self-adhesive tape for the drywall I pt up and I was wondering, since the tape is self-adhesive, if I needed to put a layer of joint compound under the tape or if it was OK to place the tape directly on the wall?

Assuming you are speaking of the nylon mesh tape, apply it to the joint then mud over it. Mud passes through mesh to adhere to wall. When you cut off a strip, fold over a corner of end on the roll. Helps find the end when you need another piece.

Yep, it's nylon mesh tape. Sounds good, thanks.

Considering this question you may benefit from this video. Drywall 6 - Joint Compound, Mud and Tapes | DoItYourself.com