Integrating WP into my site

Hello Forum,

I’m new at creating website and I’m learning everything through a tutorial.
I’m trying to integrate WP in my website and I’m not sure how to or where to insert this <?php
/* Short and sweet */
define(‘WP_USE_THEMES’, false);
require(‘./wp-blog-header.php’);
?>
<?php
require(‘/the/path/to/your/wp-blog-header.php’);
?>

to convert my pages to php?
Once the files are converted how do I add the blog function on to the page.
Please help.

Thank You
Joey