Go to your Cookie-Script.com account and download Item's Cookie-Script file.

Log in to your Shopware Admin Dashboard.

Place downloaded Cookie-Script file into the correct JS directory inside your custom theme.

Add the downloaded file paths to the $javascript variable in your Theme.php file, relative to the _public directory.

protected $javascript = [      'src/js/[cookie-script file name].js'  ];

After the Cookie-Script JS file was added it has to be compiled. There are two ways of doing this.

For production mode
Go to the administration panel -> Configuration -> Caches & Performance -> Caches and check the Compile themes option.

For development mode
Go to the administration panel -> Configuration -> Theme Manager -> Settings -> Disable compiler caching.

On the other side, for development mode, the best way is to use the grunt file watcher.

Cookie-Script is installed on Shopware now and should be ready for use.