In this page select to add a "Text" widget and click on the "Add" button next to it.
Then a new window with your widget will open. Click on the edit link in its right part in order to open the edit panel of the widget. You should add a title (in our case - Advertisement) and right under it the actual code that you have obtained from Google. Next, click on the "Done" button and after that on the "Save Changes" button right under it.
Well done! You have just added your AdSense code to your WordPress blog.