The first step in setting up TradeGecko is to enable it from the channels page here. From this page, you'll want to scroll down and choose the Tradegecko option to enable it within your account. It shouldn't be too far, the list is in alphabetical order.
After enabling TradeGecko, you'll then want to follow the prompt to be sent to the TradeGecko authentication page:
After clicking that button, you'll be on a page that looks like this:
After hitting "Authorize", you'll find yourself back in Shiptheory, and if everything has gone correctly, you should see a screen like this:
To access the advanced settings for TradeGecko, click the cog button at the bottom left of the settings page:
After clicking that, you will see the option to change your "Sales Shipping Methods Priority":
This means that if you're using Shipping Rules based on Shipping Method, you can choose which channel to pull the Shipping Method from, that being between TradeGecko or Sales Channel methods.