This does not mean give everyone your undying attention but it does mean when the door opens you look up and see who is there. A second's worth of eye contact is enough for those walking in to know that you know that they exist. It also tells the customer you are currently helping that you pay attention to more than just your immediate surroundings. Situational awareness is practiced with deliberation in the military and police because being aware, even if only subconsciously through practicing attentiveness, can prepare someone for potentially dangerous encounters. The good news for retail is that it also creates an increased sense of personal service and attention for normal customers.
For anyone working in retail or any other occupation that requires the facilitation of large numbers of people I recommend doing your best to say "hi" or nod or otherwise make customers know that you know they are there. You can't help everyone at once but a customer who thinks they do not matter will become resentful and bitter. They will remember all the times they were ignored by family, teachers, and friends and they will demand your attention or walk away. They may mutter, scream or leave in a huff and it will have been a general failure.
It is also important that employees take ownership of their space through their physical and ocular presence. Paying attention and being proactive are the best ways to provide great customer service while maintaining authority and supports a degree of safety. While paying attention alone is not a full-proof method for warding off evildoers, it is part of the foundation that builds a well-rounded worker and person.