Do I need special software to go live with Video Commerce?

Yes, you need streaming software such as OBS and a media server that turns your stream into an HLS link. In Plugins → Video Commerce, click + New session, set Session type to Live, and enter the HLS playback URL shoppers will watch. The RTMP ingest URL and Stream key are where you point OBS; they are only shown to you. When you are ready, click Go Live, and End Live when you finish.