Most themes should have the footer_required.php included by default, but if it's not working, then open up your theme's directory.
if you installed a theme from the marketplace it's probably in the packages directory:
otherwise, if you theme was custom made, it should be located here:
then have a look to see if the theme includes a standard footer file for all of it's page types. this might just be called footer.php, or maybe it's located at /elements/footer.php
then paste in this piece of php code:
some themes don't have a footer.php file, in that case you've got to just open up each available page type file, and paste that text in the bottom of the file.
Once that is installed correctly, you should notice the traffic and statistics data being recorded almost straight away after navigating through the front end of your site. If not, try uninstalling and reinstalling the stats package.