I have heard about all of these devices that plug onto the clock header, where exactly is it?

The clock header can be found by opening the A1200's case so you can see your hardrive (or the place where it should go). To the right of that is a removable part of the metal shield, remove it by bending the little tabs and take a peek inside.  To the bottom right of the space that you've just made you will see a short set of pins- that's your clock header.  If you've not got anything other than solder bits then you haven't got a clock header. If you've got more pins then you've got a full clock header.