Understand WP Integrations
To install Convert Experiences on Wordpress go to our integration page for the plugin http://www.convert.com/integrations/ or to the Wordpress.org site to download the plugin http://wordpress.org/extend/plugins/convert-experiments/
Alternatively you can install it manually in your directory /wp-content/themes/<yourtheme>/header.php and right after </title> you paste the code of the project. You can find this code in the Settings of your Convert Experiences project.
Verify Convert Experiences as well as the your site. If the code is not visible in the source code, you might have a caching plugin on that needs a refresh or on/off switch to get the code visible.