To implement BAdi we need to go into SE19 or we can also use SE18 as well and go for create implementation.
Provide Implementation Name:
Implementation class will be created automatically.
When you will go for activation then you would find one more pop-up, asking the description of BAdi implementation again. That is because SAP is migrating all the BAdi to NEW BAdi.
Then you can go inside any method (INTERFACE~method) and implement custom business logic as per requirement.