The Baofeng you have is also a male SMA connector. Ideally for a good physical fit without introducing extra strain/leverage on the connector you might consider getting an SMA female version of the antenna.
Otherwise you will need an female-female SMA adapter. Make sure not to get any "RP-SMA" ones that are also fairly common since they are used for WiFi equipment — those half-swap the gender between the center pin direction and the main shield/connection threading, and won't work.
You want just a normal/standard female SMA fitting on both ends of what is sometimes called a "barrel" adapter: