I would like to know, where do I go I insert this code? in my header template
no, not in any of the templates..
it depends how you wanna use it OR where do you want to show it ??
If you plan to show it just like in the demo you had provided with (ftaforall), then you need to create a new separate page for that which would be totally different from vB and has nothing to do with it.
for example, you can create a file called index.html, design it to match your site and paste the code in it and provide the URL of your forums.