FB Conversion API (aka CAPI) is included on Analyzify Server-Side Tagging Add-on.
Analyzify core version doesn't support the FB Conversion API (aka CAPI) because it works browser-based, not server-based. You can learn more about Client-Side vs. Server-Side Tracking in this article.
However, you can use Shopify's native FB Conversion API integration. You can follow our step-by-step tutorial to set it up and validate.
If you want to see the Facebook Campaign Performance reports on Google Analytics - you should have the correct UTM setup. You can check our related article: Ideal UTM Setup on Facebook Ads for Shopify Stores
Visit the links below to get more information: