Many supply lines these days have a snap-on mechanism and there is a sleeve you push, pull, or twist to allow release, but I can't be more specific because your picture isn't good enough for me to figure out what you're dealing with. If you know the manufacturer, call tech support and get advice on how this connection comes apart. It's usually very easy once you know the specific trick.

kudzu9 is again correct. Make sure you know what you're doing because you can ruin the clip mechanism if you force it off with some brands like Kohler.