This integration works for U2F supported browsers (Chrome, Opera as of 20th January 2017), Your on device Bitcoin app must be updated to 1.1.3
First, you need to enable browser support for the Bitcoin application
To do so power your Blue, enter your PIN and go the Bitcoin App. Then select settings, Browser support and activate it.
Once you set up the browser support you can Login on BitGo and follow their step by step tutorial.