Where do I put the php code for a page?

Want to add Function Reference/is user logged in
so the logged in user are redirected to the main page,
while other stop at the front page.

Found this in the codex:
<?php if ( is_user_logged_in() ) { … } ?>

Where do I put it? page.php?
Does putting it in page.php mean all my pages will follow the same rule?

Frederick