Adding custom directory and PHP files in wordpress

The github repo seems to be a custom code that you need drop into your theme directory, update your config file using your twitter credentials and try putting this code inside the body in any of your intended theme files that you will use(eg, index.php)

<h1>Tweets of a certain user</h1>
<div class="stream">
    <h2><span>Twitter</span></h2>
    <ul class="timeline"></ul>
</div>

<h1>Tweets of a certain user with profile image</h1>
<div class="stream">
    <h2><span>Twitter</span></h2>
    <ul class="timeline-profile-image"></ul>
</div>

<h1>HashTag: #html5</h1>
<div class="stream">
    <h2><span>Twitter</span></h2>
    <ul class="hashtag"></ul>
</div>

<script type="text/javascript" src="https://wordpress.stackexchange.com/questions/211651/build/tweetlight.min.js"></script>
<script type="text/javascript">
    (function(window, document, undefined) {
        Tweetlight({
            username: 'pinceladasdaweb',
            container: '.timeline',
            counter: 5
        });
        Tweetlight({
            username: 'smashingmag',
            container: '.timeline-profile-image',
            showImageProfile: true,
            counter: 5
        });
        Tweetlight({
            hashtag: '#html5',
            container: '.hashtag',
            counter: 5
        });
    }(window, document));
</script>

I got the code from the example folder of the github repo