The first part of the code includes the necessary scripts (OpenLayers and possible Google, Yahoo, and VirtualEarth APIs) and the CSS. You can either copy it directly, or save the files and include them in your page.
The second part of the code is the necessary code to create the OpenLayers map
Create a div on your page with an id of "map". Style it and place it wherever you feel it is appropiate.
Paste the code at the end of your page, right before the body tag ends. For example:
YOUR PAGE'S CODE
OLARCHITECT PASTED CODE
Select and copy all the code in the blue box