Set Marketplace Integration to get Orders

In Settings > Sales Channels, after selecting the channel type (Amazon, etc.) then selecting the channel by clicking the first mini button to Edit.

Credentials

1. Check active so that is turns green
2. Check Get Orders

Stock Control

1. Check auto sync stock (if you want Helm to manage stock for the integration) so that it is also green

Shopify Specific

To get shopify to send emails to customers when order is despatched the 

Notify Customer setting needs to be checked within Credentials tab