Well, it shouldn't be any different with Wordpress then anywhere else. It can be a little involved, but there are two articles, each detailing a seperate approach:
iFrame is by far the simplest method. If your theme uses Widgets, you can paste the iframe code into a "Text" widget and put it in the right place. Otherwise, you can code it directly into the page template as needed.
I tried to paste the iframe code into a widget and its not working... The form works when I open the landing page alone, but not when i use iframe to put it onto the site. http://www.fmjagency.com and the landing page is: http://info.sciroccogroup.com/fmjaaform.html
If you are having problems with forms in Wordpress, an alternative is the WordPress Integration from Hoosh Marketing.You can use Marketo-enabled forms to capture visitor data from WordPress and the forms are prefilled with data held in Marketo.