You need to upload it using FTP. The easiest way to do one file, one time, is to use the file management utility in your website hosting control panel. If you have no idea how to do that, ask your web hosting tech support. They may have tutorials in their support area.
what you do: create a file on your computer called .htaccess - that is a period in front of the name. use a text editor, not a word processor - in Windows use Notepad, on the accessories menu.
Open the file and copy and paste that line of code into it. Then using the website file management utility, upload the file into your web hosting account, into the root folder that contains the WordPress files.
why you are doing it: this is necessary because of the way the web server you are hosted on is configured. Its necessary to get WordPress working correctly with the way the Apache webserver software is set up on your server. Thats all you really need to know.