Creating a page with PHP

Hey sorry to ask this newbish kind of question but I want to run an archives page using the SPS archives plugin from here http://stevepsharpe.co.uk/2005/05/02/sps-archives-v10-pr/

The instructions say; “Create a page within you theme and call it archives.php or whatever you prefer. Do this step manually as you can’t run PHP on a page made from withing the admin control panel.” So how would I go about doing this, I tried copying the archives.php file and putting in <?php get_sps_archives(); ?> and putting the file in the theme which doesn’t work, then I tried putting the file in the main directory and that didn’t work either. Any ideas?