How to Duplicate your theme’s page.php file and integrate woocommerce?

I’m using a Maya shop theme from themeforest, and I’m having problems with loading woocommerce. I’ve already tried to go through the “third party/custom theme compatibility”, but I’m still trying to figure out what the first step you do? And where and how do you create a new theme and put the woocommerce.php? Please go hear to kind of know what I’m talking about, https://docs.woothemes.com/document/third-party-custom-theme-compatibility/#edityourpagewoocommercephp. I need some serious help quick.
Thank you so much for everything you do.