Place it as the final reaction in a short edit, after the reveal itself. Follow a straight setup with The Bruh Sound Effect first if you want escalation, then switch to this clip instead of stacking both, or pair it later with Goofy Ahh Sounds for a second unrelated gag.
About this sound
This 1.4-second voice clip is just the line 'erm, what the sigma' delivered with a hesitant, deadpan pause before the reaction. It feels awkward and incredulously funny, like a polite attempt to process something completely nonsensical, which makes the confusion land instantly rather than building up.