WordPress does not have one fixed place for head code, so the simplest, most reliable way to add Converly is with a free header code plugin. This works on any WordPress site, whatever theme you use.
Step 1: Copy your install code
In Converly, click Install in the left sidebar and copy the code shown at the top. It is unique to your site. See Install Converly if you need the full walkthrough.
Step 2: Add a header code plugin
In your WordPress admin, go to Plugins → Add New, search for a header and footer code plugin such as WPCode or Insert Headers and Footers, then install and activate it.
Open the plugin, find the Header box (sometimes labelled "Scripts in Header"), paste your Converly code into it, and save.

That is it. The code now loads on every page of your site.
Alternative: your theme's built-in header code
Many themes and page builders include their own header code box, which works just as well. For example, in Divi you go to Divi → Theme Options → Integrations and paste the code into "Add code to the head of your blog". Elementor, Avada, and others have a similar setting.

Check it works
Submit a test entry through a form on your site, then open the Activity page in Converly. If your code is installed correctly, the event shows up there.
Paste your own code
The code shown in these screenshots is an example. Always paste the exact code from your own Install page, which contains the key unique to your site.