The stigma on a Stanhopea is on the backside of the column just slightly above the anther cap where you got the pollenia from. It is sometimes hard to see because of the flower structure and the fact that it is fairly small. Because of its small size I have let the pollenia dry for an hour or so, it will shrink in size a little and will be easier to get it into the stigma. Hope this helps. Keep us posted on your progress.
It is actually a little slit. Just crossed connata onto oculata and had to push the pollinia into the little stigmatic openings. I agree with Glen - it would have been easier to do if the pollinia had dried a little.
The stigmatic surface only becomes receptive in response to the pollinia being removed. It's to prevent self pollination. You can force the pollen into the unopened slit or just wait 12 hours or so. The slit becomes a slot, and the stigma begins to produce fluid. Letting the pollen dry is probably more about allowing a little time for the stigma to ready itself.