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.
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.