Code

If your theme already support widget areas/sidebars, you do not need to insert the code anywhere, but can use these as “hosts” instead.
When you create a content aware sidebar, you can choose whether it should replace the host sidebar or just merge with it. Then you select the content you want it to be displayed with, and the plugin will automatically show the appropriate sidebar.

If you want to insert the mentioned code anyway, it can be done anywhere in your theme templates (i.e. index.php, single.php, page.php etc)