ShipRush has a native integration with Zentail, so all you need to do is
1. Add a webstore in ShipRush for Zentail
2. Generate an API Token for that Webstore
-- I have my API Key!
3. Enter the API Token in Zentail on your API Access page (Account Settings > API Access)
Note: if you are already an existing API connection, you can use Zentail's chat feature to request an additional API token.