When connecting your Amazon Marketplace to Shiptheory through the Amazon Central integration, you'll notice that you have locations to select from; referred to by Amazon as "Marketplaces":
These locations are essentially all the different places that your account is set to ship from, and as you can see above, you can choose which of these in Shiptheory you want us to pull from. For a full guide on connecting Amazon Central to Shiptheory, please see here.
These locations are grouped into larger locations within Amazon, such as Europe (containing United Kingdom, Germany, etc.) and North America (containing United States, Canada, etc.). These "groups" have their own stock levels, for example, a product will always have the same amount of stock in your Europe Marketplaces, but may have a different stock level than your North America Marketplaces. For a breakdown of this in some more detail, please see Amazon's overview of this here.
Now that you've connected Amazon Central to Shiptheory, and set Shiptheory to receive orders from your desired Marketplaces; you're able to set your Amazon to work with Shiptheory Inventory Management. The first step here is to head into Inventory Management and clock "Add New Warehouse":
As you can see below; after adding a New Warehouse to set up, you can select Amazon as the channel you'd like to work with, and the stock locations we saw previously are also there available to be selected (1). If your stock locations don't show, click on the "here" option to refresh your locations (2): 
For a full guide on setting up Inventory Management with Shiptheory, please see here.
If you have any questions or issues from there, please Contact Support.
