I was thinking about how to answer the question, but to be honest I think a much simpler thing to do is:
1) upload all the exported files to a new folder on your server (by ftp) - anywhere you like, then
2) just link to index.html in that folder.
If you know HTML you can modify index.html as much as you like to style like your blog, have instructions and help, and so on.
It is possible to integrate it in to the Wordpress blog, but there are complications. For example, you could upload one game, but uploading a second would replace the first. This is because C2 doesn't yet give you any options when you click export - it just dumps the files to a folder. This is C2's fault - we haven't added the necessary features yet.
I can go through how to integrate the game anyway if you like, but I think the link-to-a-folder will work better for now I'm afraid. I've added better export options to my todo list!