It's the same as every other wallet out there, so in future if you're uncertain and need a quick answer, you'll find lots of resources online.

The configuration (darknet.conf) file is created when you first run the wallet. In the address bar at the top of Windows Explorer, type %APPDATA% and then open DarkNet. Alternately, the path is C:\Users\YOURUSERNAME\AppData\Roaming\DarkNet. Open darknet.conf in Notepad, paste in the nodes, save, restart the wallet. Done. If for some reason you don't have darknet.conf in that folder already, simply create a text document and rename it to darknet.conf, then follow the same steps as above.

For more info, or if you're running a different platform, check out the Bitcoin Wiki: https://en.bitcoin.it/wiki/Data_directory.

Edit: sorry for the duplicate post; danonthehill got there before me