In what step of the process do we have to do the I-601 Waiver

You should cosider hiring a lawyer as soon as possible. The 601 waiver is very complexed and if it's filed incorreclty your waiver will be denied. In order to file a I-601 waiver you will need to contact the NVC to informed them that the adjustment of status of interview will be conducted outside of the United States. You will need to give them the country and embassy location where you want the AOS interview. You only have one year from the date it was approved to conduct your interview. Second, when filing the 601 waiver you will have to show that both parties will suffer an extreme hardship. USCIS doesn't have a hard rule for what is an extreme hardship but uses a 5 part test.  Last, it is currently expected that President Trump may restict the use of those waivers. So if able you should consult with an attorney and file your waiver as soon as possible.