Place the linking code that they provide you in the head of the pages you want users to be able to set an icon for.
<link rel="apple-touch-icon" href="/images/ios/apple-touch-icon-iphone.png" />
<link rel="apple-touch-icon" sizes="72x72" href="/images/ios/apple-touch-icon-ipad.png" />
<link rel="apple-touch-icon" sizes="114x114" href="/images/ios/apple-touch-icon-iphone4.png" />
<link rel="apple-touch-icon" sizes="144x144" href="/images/ios/apple-touch-icon-ipad3.png" />
Don't rename or alter the images. Up load them to your website and make sure their in the location that the code points to.
For me I have them in a folder called images/ios/
If you needed to you could actually make different images for unique areas of your site and adjust the linking code and the image names accordingly.