If you use Shopify as a third party sender you will need to enable it in your domain's configuration. Simply navigate to your domain's configuration page - eg https://app.valimail.com/org_domains/yourdomain.com and scroll down to the section called "Your email domains". Then click the + button next to Enabled Senders and pick Shopify from the dropdown list. Shopify does not use DKIM for authentication at this time, so this is the last step needed in your configuration in Valimail Enforce.
You will still need to verify your Shopify settings though by making sure your store's From address is correct. Follow the steps listed here:
See also https://help.shopify.com/en/manual/promoting-marketing/create-marketing/shopify-email/setup#change-your-sender-email-address for more information.