Depends on your site. Open the page you want your banner to appear on and then paste the code where you want it. If you don't know the code it usually looks like this:
<a href="http://yoursite.com"><img src="http://yoursite.com/image.jpg" alt="My Site" /></a>
If you're new to HTML you could start from here:
http://www.lissaexplains.com