Yes, the integration will depend on the campaign type you choose. Normally
you'll need to do the following:
1) Define the integration type (popup, badge, banner etc.) and insert the widget script into the html code of the page(s) you pick. You can do this by accessing the "Themes" sections of your Shopify control panel, then just choose the proper template.
2) If you are going to track conversions/purchases you'll also need to paste one more code snippet - the "conversion tracking code". For this purpose you will need to open Settings > Checkout > Additional content & Scripts and paste your tracking code there.