This feature is only available for Online Store 2.0 compatible themes so please make sure your theme is compatible. You can follow this tutorial to verify it.
If you wish to embed content on different products with the help of product<>content relationship you've defined in app then please follow this tutorial: Embed content on product page
This tutorial would walk you through steps required to embed content on pages other than a product page.
Step 1:
Create a content you wish to show on a store.
Step 2:
Copy content embed code.
Step 3:
Visit Online Store > Themes > Customize
Step 4:
Visit page of your choice where you would like to add show this content. In this tutorial, we will add a content on a cart page.
Step 5:
Choose "Custom content widget" and copy paste embed code you copied at step 2 on right hand side panel.
Step 6:
Make sure app is enabled. Once you visit your cart page, you should see content you've just added.