If you want it in your sidebar, paste the code into a Text Widget. Be sure that you cave copied ALL of the code….
If you want it on a page or in a post, put it into the post or page in Source view.
If the form is too wide for your sidebar it will mess things up and you will need to change the Aweber form. If you are using the javascript snippet, it will change as soon as you save the new Aweber Web Form.
If you are using the Raw HTML doe, you’ll need to copy the new version and put it back into the Text Widget manually.