I am new to Visualforce and I am doing the Trailhead: Visualforce Basics Module - Use Standard Controllers.  The instructions state:
To preview your page in the context of Lightning Experience, open your browser’s developer console and enter:
$A.get("e.force:navigateToURL").setParams(
    {"url": "/apex/pageName"}).fire();
I am not sure where to enter this.  When I enter it in the Visualforce page the text just show up on the Visualforce page preview.  I must be missing something.  Any help will be greatly appreciated.