You need to use the direct function as described above and paste it directly into your header.php file (or some other file, depending where you want it) of your theme. That is the only way to get it to show up outside of the normal content or sidebar, and the only way to have it show up across your whole site no matter which page you are on.
For example, here’s a snippet from the dittynewsticker.com site’s header.php file… this is for the ticker at the top of the site:
<body <?php body_class(); ?>>
<div id="page" class="hfeed site">
<header id="masthead" class="site-header" role="banner">
<?php if(function_exists('ditty_news_ticker')){ditty_news_ticker(78, 'mtphr-dnt-preview-container latest-extensions');} ?>
<div class="sharethis-container">
<span class='st_facebook_large' displayText='Facebook'></span>
<span class='st_twitter_large' displayText='Tweet'></span>
<span class='st_linkedin_large' displayText='LinkedIn'></span>
<span class='st_pinterest_large' displayText='Pinterest'></span>
<span class='st_sharethis_large' displayText='ShareThis'></span>
<span class='st_email_large' displayText='Email'></span>
</div>