You can install the eBay LINK App from inside the Shopify App Store: https://ebaylink.omnivore.com.au/shopify/install
Enter your Shopify Store URL e.g https://example-store-name.myshopify.com
If you're not already logged into Shopify, you will be prompted to login then asked to install the app:
Click 'Install App'.
You can then proceed through the set up flow.