Speedtest does not appear

Questions from a WP newbee: OK, have the files in my main WordPress directory. (Your latest instructions said they should go in the directory where the page is — should they go in the Theme directory?) Also, not sure where the code goes — do I create a sidebar text widget and copy in there? Or does it need to go into the sidebar template CSS? Tried both and neither worked.
When I used a text widget, a space was created for the Speedtest, but the Speedtest did not appear.

Thanks!