Since TheMAG version 3, the package does not come with pre-installed Commerce modules. To install TheMAG shop, first you have to download and enable Drupal Commerce modules and then you should import TheMAG Shop configuration. This Procedure requires usage of Composer and Drush.
composer require drupal/commerce
drush en -y commerce_checkout themag_commerce_field_group
drush cim -y --partial --source=shop_config/