This integration works for U2F supported browsers (Chrome, Opera as of 20th January 2017), a firmware updated to 1.2 and a Bitcoin app updated to 1.1.3
First, you need to enable browser support for the Bitcoin application
To do so power your Ledger Nano S, enter your PIN and go the Bitcoin App. Then select settings, Browser support and press the right button to enable the feature.
Once you set up the browser support you can Login on BitGo and follow their step by step tutorial.