Here is where the Tweet goes:
Updated to WordPress 3.4 – My favorite feature is embedding tweets ala YouTube – http://t.co/ltf82GN6
— Andy Rush (@rushaw) June 19, 2012
So all I did was paste the URL for the tweet in the HTML editor in WordPress. It looks like this:
https://twitter.com/rushaw/statuses/215078754266001408
More info on Embeds here:
http://codex.wordpress.org/Embeds