You will need to follow the detailed instructions on the plugin page to connect it to a free MailChimp account.
The plugin creates a shortcode which you can drop into a footer widget in:
Appearance > Widgets > Footer
To make the result look exactly like the demo go to:
MC4WP > Forms and use the following HTML markup.
<p><label for="EMAIL">Email address: <input type="email" id="EMAIL" name="EMAIL" placeholder="Your email address" required /></label></p>
<p><input type="submit" value="Sign up" /></p>