The probe should go in between the UTH and the bottom of the cage. You will set the thermostat so that the top of the substrate is between 88-92 degrees and the glass floor the the tank never gets above 95 degrees. (this is why the substrate layer needs to be 1/2" thick or less as a large amount of heat is lost to heating an inch or so of substrate)
I would stat by setting the thermostat to 95 and see what your cage temps are then adjust from there.