The App Blocks method is only available for Shopify 2.0 themes.
After Adding Sezzle as a Payment Option Within Shopify, the next step in the integration process is to add Sezzle to your product and cart pages and install the Sezzle checkout button to drive conversions and increase your sales volume.
See step-by-step instructions here for the App Blocks method or go to "How do I add Sezzle to my product and cart pages within Shopify? (Video tutorial)" for the Embed Blocks method.