Directly on the SoundCloud track or playlist page, look at the address bar and copy the last part of the page URL.
Go to the site editor and click 'Insert' from the main toolbar.
On the left sidebar, click 'SoundCloud' in the 'Apps' section.
The widget will appear on the page. Double click on it to bring up the editing window.
Paste the copied text, then click 'Apply'. You can view the player by clicking 'View my site' in the top right corner.