Currently the Aha! to Salesforce integration must be installed using the classic interface. After that, it can be used via the Lightning interface.
As a Salesforce admin, it would be nice to be able to install the app via the Lightning interface as well.
The Aha! to Salesforce integration does work in the Salesforce Lightning interface. The only caveat is the one noted in the description of this idea - it must be installed via the classic interface, but once installed it can be using via the Lightning interface by the Salesforce users.
Some of the comments below may make it sound like the app cannot be used in the Lightning interface, but this is not correct.