For each Amazon region, you need to specify the Shopify location where you want the stock level to match Amazon. The app will update the Shopify location with the same stock level as you have on Amazon.
Note: these locations should be created by you in the Shopify admin and not locations that are inventory apps, dropshipping apps (e.g. Oberlo), third-party logistics services, or custom fulfillment services (eBay fulfillment), etc.