I have been specific and detailed.
You need to go into Admin CP.
Go to the Appearance menu along the top.
Click the Templates link on the left hand side.
In the filter box type "ad_"
This will list a load of templates which you can paste advertisers code into. So if you wanted an advert to appear at the bottom of the sidebar you would find the template called "ad_sidebar_bottom" and paste the code provided to you by your advertising company.
Only thing I didn't say was some of these templates may already have code in them, such as:
Code:
<xen:hook name="ad_sidebar_bottom" />
If you see this, don't remove it.