To display Instagram on your website, you have 2 options.
Use the pre-designed Essential Grid template (available when you import a theme demo) and use your own Instagram API Key. To create/enter your Instagram API Key, make sure that you run Essential Grid version higher than 3.0
Then go to WP-Admin > Ess. Grid. and locate the Instagram Grid. Click Settings then go to Source Tab and Connect an Instagram Account
Read the official documentation on how to generate your API Key
Use the free plugin by Smash Balloon: https://wordpress.org/plugins/instagram-feed/