Hi
From slight experience using OpenX and Joomla, I'd say you need to paste the invocation code from the zone you set up in the ad server software into a probably new Joomla html module (best done with text editor turned off to avoid unnecessary mashing of code upon save!); then you could have that module visible on the areas of the site you want by assigning it to relevant menu items (second tab on the module manager in Joomla 3.x).