The idea is to have a widget to display a link to any rss feed with a standard feed icon.
Ok. If you don't see mention of widgets in the WordPress admin, you're not crazy. Most themes utilize the widgets feature of WordPress, but some don't. You'll need to either switch your theme, or find someone who can widgetize your theme for you. If you don't know any widgeteers, let us know and we'll do our best to help you out.