You can't create the API credentials for Shopping24 yourself: they come from Shopping24. Request them before you start connecting.
Before you connect
Contact your Shopping24 account manager and ask for an API token.
Connect the data source
In Funnel, go to Data sources and add Shopping24.
Enter your Token, then choose a report (Performance by Click or Statistics by Campaign).
Finish the connection.
Common problems
The credentials are rejected: check that you're using the API credentials from Shopping24, not your normal login, and that they were copied without extra spaces. If they still fail, ask Shopping24 to confirm the credentials are active.
See Shopping24: Dimensions and metrics for the data available.