In order to connect a WooCommerce source the user needs to enter a Consumer Key and a Consumer Secret. See this guide on how to find these credentials.
You also need to provide the shop host URL. If your URL is: https://example.com then you should enter example.com.
If you have trouble connecting the source, make sure that you have spelled the shop host URL correctly.
If you receive the Access denied error in the image below when attempting to connect a source, then either your credentials are invalid or there is something wrong with your shop API configuration.
Funnel will attempt to fetch data from this orders endpoint:
Make sure that the orders endpoint is accessible.
You can test your shop API settings by navigating to this URL in your browser:
If that does not provide an API index then something is probably configured wrong in the shop settings.