With conjunctive adverbs like "therefore" (or "instead", "additionally", etc.) linking clauses together, the correct punctuation is actually to put a semicolon before and a comma after. So it would be "He and I have the same father; therefore, we are brothers." (There are many of these.) With coordinating conjunctions like "and" and "but" linking clauses together, it is correct to put a comma before. E.g. "I like pie, but my brother hates it." (These are "for", "and", "nor", "but", "or", "yet", and "so".) When a subordinating conjunction like "because", "until", and "since" are used to combine two clause like this, they take no punctuation. E.g. "I went to the store because we needed milk." (There are many of these.) Note that this punctuation is for joining two clauses - using these words in other ways will likely need different punctuation.

Use a comma before AND after the word "therefore".

"Where should the comma go?" We never put "to" after should. Also, note the word-order for questions - this is important! The answer is, "The comma should go..."