As far as I know, if you are using myshopify domain - you won't get access to DNS settings.
Normally, these are the steps I'd follow since the Shopify tutorial seemed a bit too simple:
01. Create Search Console account, go for Domain option
2. Then, once I enter the domain, I get to this screen
To verify my domain, I'd need copy the TXT record for the 2nd line, then paste into my DNS settings - this is much simpler if you're using 3-rd party domain provider. I simply sign in to my domain provider. For example, I'm using GoDaddy as my domain provider
Now I simply add the TXT record to my DNS settings
Hope that my answer can be of any help - if it is, let me know with a like or thumb up 😄