From the official plugin page (http://wordpress.org/extend/plugins/subscribe2/installation/):
Create a WordPress Page to display the subscription form. When creating the page, you may click the "S2" button on the QuickBar to automatically insert the Subscribe2 token. Or, if you prefer, you may manually insert the Subscribe2 shortcode or token: [subscribe2] or the HTML invisible <!--subscribe2--> Ensure the token is on a line by itself and that it has a blank line above and below. This token will automatically be replaced by dynamic subscription information and will display all forms and messages as necessary.
Today I just had the same problem but I remember to check the plugin page. Anyway I think it's useful if you could insert a small text in the miscellaneous admin page (or somewhere else) to remember people how they can implement the plugin (the widget, the shortcode and the html mode,...)