Your Footer Module typically shows your site copyright information (but can be used to show almost anything you like), and typically located at or very near the bottom of the page.

You can see the usingjoomla.com Footer Module at the very bottom of every page and does indeed include our Copyright information.

In Joomla, Modules are created and managed via the Administrator area.

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Linking SmallSite Modules - Footer
Linking SmallModules

Linking SmallModules - Options