Themes can be found in either the themes or packages folder depending on where its loaded up. Core themes that come with concrete are in concrete/themes/

To copy it press edit on the footer.php file, and than copy and paste the code from Korvins response at the bottom underneath what's already there with either notepad or cpanels built in editor. Than press save changes.

Thats it :)

Here's some example code of what the end should somewhat look like

</div>
<script type="text/javascript">
$('.sub_menu').each(function(num,el){ $(el).children().last().hover(
function (){
$(this).children("a").addClass("submenu_last_child_hover");
},
function (){
$(this).children("a").removeClass('submenu_last_child_hover');
});
});
</script>
<script type="text/javascript"> Cufon.now(); </script>
<?php Loader::element('footer_required'); ?>
</body>
</html>

Note the loader element at bottom, but within the body.

<?php Loader::element('footer_required'); ?>