As a Page Manager, there are two ways you can add this code to your site: 

If you want it to apply to the whole site, enter this in Site Settings.
  1. Navigate to onMessage.
  2. Select Website > your site.
  3. Click Site Settings.
  4. Scroll down under SEO to the Google Analytics field, and enter this here (below your existing GA code if you have one).
  5. Changes save automatically, and this will now apply the code to your whole site.
Note: Google states that some code needs to be included on EVERY page, just after the <body> tag. This is what step 5 is implying it will automatically do.

If you only want this to apply to specific pages:
  1. Navigate to onMessage.
  2. Select Website > your site.
  3. Click Master Layouts.
  4. Edit the Master Layout of the page(s) you want this applied to.
  5. Drag/drop the Embed Content Type onto your Master Layout.
  6. Add your Google Tag Manager code.
  7. Apply Changes.
  8. This will then apply the code to any page that Master Layout is used on.