You place your sticker code (like this except with your data instead of 'ICHIANGM4') in the section you want it displayed.
<a href="http://www.wunderground.com/weatherstation/WXDailyHistory.asp?ID=ICHIANGM4"><img src="http://banners.wunderground.com/cgi-bin/banner/ban/wxBanner?bannertype=pws250_both&weatherstationcount=ICHIANGM4" width="250" height="150" border="0" alt="Weather Underground PWS ICHIANGM4" /></a>
If you want your site visitor to return to your page instead of leaving if they open the widget then close it, insert
target="_blank" right after your WU ID at the beginning. Example for mine, ...ID=ICHIANGM4"target="_blank"><img src....