In this step, you add a tracking code in all the web pages in your website, ideally in some universal element like the footer of the page. This is required to keep track of the GCLID generated on clicking the advertisement.
When a visitor clicks on your advertisement and comes to your landing page, there are chances the visitor navigates to other pages before filling up the web form. In such cases, this tracking code keeps record of the GCLID that was generated on clicking the advertisement.