I am using Atahualpa 3.4.6 I have configured the WP-reCAPTCHA plugin. It says,

"Simply use the shortcode [recaptcha_form] in any of your posts or pages. All emails submitted from the reCAPTCHA forms will be sent to the email address specified above."

Where do I put this [recaptcha_form] so the comments include a CAPTCHA verification?

I would suggest asking this on the plugin's forum

For a newbie like me, then How do I change the comments form?

In what way?

The plugin that uses the shortcode you mentioned is the reCAPTCHA Form plugin not the WP-reCAPTCHA plugin and just adds a simple contact form with captcha but SI CAPTCHA allows you to add captcha to many places including comments. I'm not sure what the WP-reCAPTCHA plugin allows.

SI Captcha works great. Thanks for the help