You should start by asking yourself : When do I want this 'new' statement to be executed?
Assuming the answer is on construction of an AnalyzerManager object, then the place for the 'new' is in the constructor of the AnalyzerManager.
Code placed in a constructor that initialises member variables is typically done using the member initialisation list, like this :
AnalyzerManager::AnalyzerManager() : m_AnalyzerIF(new CAnalyzerIF())
{
}
Since you are using 'new' you should consider where the 'delete' will go - presumably in the AnalyzerManager destructor :
AnalyzerManager::~AnalyzerManager()
{
delete m_AnalyzerIF;
}