Putting Php code on the theme

Hello

Im trying to embed a code on my wordpress site. this php code will enable me to send sms to my visitors. However i dont know where will i put the php code on my wordpress theme. Can anyone tell where can i put the code on my wordpress theme?

by the way the code that im going to put is.. please see the link http://developer.textapp.net/Samples/Samples_PHP.aspx

thanks

Jeff