Connection Process
Make sure you have at least the "Campaign Manager" permission level in the Bing Ads account you want to connect.
Go to Settings > Store Configurator > Connect Data Source > Bing
Choose a descriptive name for your integration and press "Connect Bing Data Source".
Follow the instructions on the login page.
Choose the Bing account you want to connect from the list and press the "Connect Bing Data Source" button.
The integration is completed. Your Bing data is currently being imported and will show up in your reports within the next 12-24 hours.
Make sure to map your Bing account into your Bing Ads channel in Klar's channel builder.
Troubleshooting the "invalid_client" error
Due to a change in the permission settings by Microsoft we've seen an increase of people seeing the "invalid_client" error presented when connecting a Bing data source.
tl;dr:
In order to connect your Bing data source successfully you have to execute the following Graph API call:
POST https://graph.microsoft.com/v1.0/servicePrincipals
Content-type: application/json
{
"appId": "d42ffc93-c136-491d-b4fd-6f18168c68fd"
}
From the Microsoft help-desk article:
"If you are trying to authenticate but receive error AADSTS650052, there are a few different root causes for this issue. This likely means that the Microsoft Advertising application ID (d42ffc93-c136-491d-b4fd-6f18168c68fd) doesn't exist in your tenant. This can happen if you are trying to authenticate to a tool provider and never created your own Azure App registration and added msads.manage to it. To fix this, you will need to contact the Active Directory administrator and have them run the following Graph API call to add the Microsoft Advertising app to your tenant."
Here's the full article regarding the missing service principal / permission in Azure AAD: https://learn.microsoft.com/en-us/advertising/guides/authentication-oauth-register?view=bingads-13