Shopify Marketplace Connect uses your online store product catalog as the 'system of record' to sync with Target Plus.
Hence the products must exist in Shopify first.
There are 3rd party importer tools available to create products in Shopify (search the Shopify app store) from your marketplace listings if you don't have products for these. You can then use Marketplace Connect to create/link & sync your Shopify products with Target Plus.
For further assistance please reach out to marketplace-connect@shopify.com