You will need to set up the API credentials to connect to WooCommerce

Log into the WooCommerce admin site (normally https://<url>/wp-admin/). 

Go to WooCommerce => Settings => Advanced and then select REST API

Choose Add Key and give a name and select the user you will log in as. If updating the sate status then give read/write permissions.

Now in the WooCommerce Retailer Settings store the URL, username and password, and consumer keys

Note that the system will use LastUpdated monikers and will download orders of a given status. Also, if set the order status can be updated. The Status is CASE SENSITIVE (and normally all lower characters).