A token is simply something the program needs to be "allowed" to access your shop. This is more for web=based programs where your shops information could be accessed by others. Since Zetsy is Windows based and exists on your machine this is not an issue, but the requirement is still there.
To do any "private" functions (e.g. changing a description) the program has to be allowed to access your shop. This can be done by choosing the menu item Tools > Give Zetsy Authorization. You will be be taken to a web site where you login to your shop and agree to give authorization to the program to access your shop. This provides a token which is saved for future access.
If you have additional questions just let me know.