After you save a collage in the Collage Wizard, the last page will announce that the collage has been saved successfully and it will give you a small portion of HTML code inside a text control. You should select all this code with your mouse and then press CTRL-C on the keyboard to copy it to the clipboard. Or, alternatively, you can click the link labeled "copy the HTML below" and the HTML code will be copied to the clipboard too.
Now, if you have a blog, you can post a new blog entry, go to the HTML editing tab and paste the HTML code there from the clipboard (for example, by pressing CTRL-V on the keyboard). You can do this multiple times in order to have different collages in the same blog entry. You can also edit the blog entry before saving it, to add any witty comments that will appear next to the collage.
Good luck, and please let us know if you need more assistance.