First, you will need to add a bank account to your Payment Method Settings. You do not need to wait for the micro-deposits to go through to continue setup.
Next, you will need to add Sezzle to the BigCommerce platform! We have a great step-by-step guide to get you set up here, or see the video below.
Once this is completed, you can also install widgets to your product and cart pages, and there are other great options within your Setup Checklist.