Instalation

I downloaded and installed the Nivo slider in my WP.

The 1st tutorial in
http://wordpress.org/plugins/wp-nivo-slider/
says
“In the post that you entered you need to choose a post thumbnails.”

The 2nd tutorial at
http://wordpress.org/plugins/wp-nivo-slider/installation/
saya
“Insert <?php if ( function_exists(‘show_nivo_slider’) ) { show_nivo_slider(); } ?> into your template file.”

If I understood good, the presentation order of those explanation in WP site should be inverted (I can’t choose “post thumbnails” before insert the code that shows this option, in WP – ? -).

I couldn’t find the right place in template/wordpress to insert the code (file name and line place, in code); can help me?
I’m using the W.P 3.5.2 and Twenty Eleven WP template. You can use this wp template as exemple in WP tutorial that I cited, in links above?

Thanks for any help,