re: What file do I put that in, or where in my Connections admin side do I use that?
No file, I’ll explain…
First, not really related on where to place a shortcode but since it seems you are not familiar with them. Here’s a link to a doc page which covers some basics applicable to all plugins which use shortcodes.
Now as to where you place the shortcode, see the QuickStart doc page, Step 4.
Hope that helps! Let me know.
ps. You put all the shortcode options within a single shortcode, do not add the shortcode to the page more than once.