Hello, 

First you need to create account and app for your site on One Signal.

After that you need to copy and past credentials from OneSignal and put them to UNA -> Studio -> Push notifications section. 

If data is correct you may see OneSignal welcome message when open the site pages, otherwise you need to clean browser's cookies and cache and then refresh the page. 

Note: Push notifications doesn't work on IOS devices, but works on Andriod and others.