Here's a video tutorial on how to connect your Amazon accounts to Shopkeeper:
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To connect additional marketplaces later on, after you have already been using the app for a while, you can do it via your account settings:

You will also want to connect your PPC data, so you can see your ppc costs in Shopkeeper.

First, you will have to go to  your account settings:

Then you will find section with MWS Settings and button will be there for PPC:

Just authorize AMZPing in the popup, after that all will be connected.
No need to do anything on Seller Central.