PinwheelPay external third-party payment gateway

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A couple of days ago Pinwheel pay was on the list of third-party payment providers on Shopify and I created my account there and it is time to export it to Shopify. Now, I emailed Shopify and was told that it seems as an external third-party payment gateway and when it comes to payment gateway that are not supported by Shopify they do not know how it works (setting in Shopify, etc.)
Did anyone have such a problem of setting the external third-party payment on Shopify? Should I do it manually (as now I cannot find Pinwheel pay on the list to add) or is there any tutorial how to do so?
Please, let me know what should be done next.
Many thanks in advance.