With the newest WooCommerce Version 3.4 GDPR compliance comes out of the Box. Version 3.4 allows you to setup Account erasure requests (needs WP Version 4.9.6), setup privacy policy page + acceptance boxes on the fronted. It also gives you the ability for Personal Data Retention (or removing inactive accounts after some time).
If you are on version 3.4 or above, you do not need to enable the integration in our plugin settings.
We have an integration for Woo in our plugin for versions 3.3 and below. When WooCommerce Integration enabled, our plugin will add a checkbox to the checkout, registration and product review forms to accept your privacy policy. It also adds a menu item to the my account page for the privacy center. In addition to this make sure you have setup a terms and conditions page in WooCommerce settings.
Here you can also enable guest checkout and set your privacy Page. You should disable guest checkouts, because it’s not possible to erase data for guest orders with ease.