There is not a place for the blue wire that was on our old thermostat. Where do we put it?

honeywell installation guide (http://www.scribd.com/doc/397464/honeywell-installation-guide)

http://www.instructionsmanuals.com/u2/pdf/termostato/Honeywell-RTH7000-fr.pdf

That is your install and user guides.
You could(while some one is at outside compressor unit) momentarily and deliberately touch the red to blue(at thermostat), if compressor kicks on, blue is your cooling wire.