You will need to embed the GTM code into your layout.html file. This is possible under Website > Theme
You may not yet have a custom theme, if not select 'New custom theme'
And 'Create Theme'
You should be directed to, or already on, this page where you can find your layout.html file:
Select 'layout.html' and insert Google Tag manager code anywhere in between the <head> </head> tags in the area highlighted below:
Complete and current information on how to use NationBuilder is available in the documentation section.