The IFRAME tag is rather simple to implement. It's a window of sorts embedded in your web page. The window can contain content from other URLs.
First, decide how big you want the window to be. Then, put the IFRAME tag where you want the window to be on your page. Give it the URL of the web page (or script) that will be displayed in the window. Example:
<iframe
height="200"
width="300"
src="http://scriptkittie.net">
</iframe>
You can change the height width and website url off the iframe.