You found the correct documentation link.
You have two options:
You just add the wallee payment method to your shopify shop. This means that you will be redirected and all available payment connectors will be shown. For this use the link in Chapter 4.1
If you want to use the preselection and show the different payment method in the checkout use the links in Chapter 4.2
Important the links will ask you to login to your Shopify Store. Once you confirmed the Gateway will be added automatically to your store. Especially for Credit Cards you have to know that you can only have one credit card gateway. In order to be visible in your store you have to quickly disable the existing credit card gateway.
The gateways will become visible under payment and you have to look for the name of the gateway in the list.