Head to your Account Settings (the gear icon in the upper right).
Next, select Selling Channels and then Store Setup from the sidebar on the left. 
Now, you'll see a list of the stores currently attached to your account, if any. To add a new one, just click the Connect a Store or Marketplace button.
Choose the platform or channel upon which your store resides, and then follow the instructions on that screen.
Next, you'll be prompted to set up specific store settings to be used within ShipStation: Store information and logo, communications, how your products are handled in ShipStation, and service mappings.
When you're done, make sure to click the Save Changes button along the bottom of the page.