when you create a new mailing group, click on the Get Signup HTML to get the HTML code to add to your pages to allow users to sign up for the group.
other than that, integrating Power messenger t your site is adding links to the users_login.php and users_registration.php page located at the root of the Power Mailer site.
the exact link will be site specific. if you browse to the login page, you can copy the address in the address bar to get the URL, there is also a link for the registration page at the top right of the login page.