If you have the Shopify integration installed on your account, you can install a widget on your Shopify store with just the click of a button (see "Configuring a Shopify Store" in the linked article).
If you don't have the integration installed, you can add a widget to your Shopify store manually by following these steps:
1. Copy the snippet from your widget's settings page
2. Go to your Shopify admin page and open up the Online Store section in the sidebar
3. Under Actions click Edit code
4. Paste the snippet into the HTML
Open up your layout file, and paste the snippet before the closing
</head> tag. If you have multiple layouts, repeat this for all of them.