In your Full Tilt Poker client, select Options->Hand History. Make sure “Save My Hands Histories” is checked and note the “Current Location” folder path. It is probably something like “C:\Program Files\Full Tilt Poker\HandHistory”. Full Tilt Poker will create another folder here with the same name as your user name. So hand histories will actually be stored here (or something similar):
C:\Program Files\ Full Tilt Poker \HandHistory\
Where is your Full Tilt Poker user name. Note that turning this option on does not save any previously played tournament hand histories. It will only save new tournaments you play.
After you have played a tournament so that a hand history has been saved, open the SitNGo Wizard. Click on “Open a tournament folder” on the Wizard’s home page and select the folder above. The Wizard will load the hand history files contained in this folder.