Sophia here from Shopify. Welcome to the Shopify Community!
What channel are you looking to connect to your Shopify store? It may be covered in ShipStation's Integrations Guide. Since ShipStation is a third-party app, it's best to contact their team for help if you can't find what you're looking for in their support documents. You can get in touch with the app developers via the phone number or email address available on ShipStation's Shopify App Store page. I hope that helps! Let me know if you're having any trouble getting in touch with them and I'd be happy to assist you.