To connect your book to Lulu Direct for on-demand printing, the first thing you’ll need to do is create a Shopify Product to connect to the book you are building. Here is an article from Shopify on how to set up a product:

Once you have created your product, to connect your interior and cover files, go to your Shopify Products and select the Product you want to connect. Click "More Options" and select “Connect with Lulu Direct.” This will take you to the Book Designer page, and you will be guided through the file upload process. Once your files are uploaded and approved, you will be able to click “Save,” and your book will be ready to list in your Shopify store.