Hi Martin,
the documentation is here. Once you have changed the ERP shipping item key then in NAV you need to go to Developer Environment and find Codeunit 50100 DW WebService and right click on it and select Run. Or you can open NAV and goto the Item Charges and create your new Item Charge with a name that you have set in the Live Integration settings.
The shipping is applied as Item Charge in NAV order orderline.
Kind regards, Dmitrij