Go to Settings > Integrations and Keys, click New key, and search for Height. Click Continue, specify a key name and click Save.
In the Integrations list, where your key is now included, click Authenticate..
Notice that instructions are provided for where the key can be found in Height.
Follow the instructions and get your key and paste it into the dialog above.
Now that you've configured your integration, add one or more of the integration's actions to an automation, test the automation, and then add the automation to an incident type.