we have created a new page in the documentation that explains the integration with load testing in general: https://www.dynatrace.com/support/help/integration...
I highly recommend you to read it carefully to make sure you understand the concepts.
Then you need to find a way to add a custom HTTP header (e.g. x-dynatrace-test) to your requests in Load Complete. A quick search in the documentation makes me think that the Request Header Panel (https://support.smartbear.com/loadcomplete/docs/te... is the place to do it.
Let me know if this helps!