First of all, before any of this happens, you should have received your banner in the mail, along with the site url. You should save the banner to your hard drive somewhere. Once that's been done, you can proceed to the following steps:
Step 1: Access your user control panel.
Step 2: Select the comic you'll be adding a banner to.
Step 3: Select the Links tab at the top of the control panel.
Step 4: Create your banner. Give it a title (any title will do), and input the comic's site url, which should have been given to you. Be sure to use the full url. VERY IMPORTANT: Select the link type as Other. It defaults to Header, which is absolutely NOT what you want! Last, load the image, which you should have saved on your hard drive.
Step 5: A banner preview should now appear. If you somehow screwed up, you can delete it and do it over again. Also, you should delete the previous week's banner, if there is one.
Step 6: Aaaand that's it! You're done! Next time you visit your page, there should be a link to some lucky person's comic there, and somebody else is linking to you!