The first and usually the only step is to download all your transactions from cross exchange and import it to Koinly. There are a few ways you can do that:
Note that if you want to use CSV files, you have to make sure to import your deposits/withdrawals and trades for ALL years - not just the current one!
That's all you have to do. Don't forget to tag your airdrops/forks so they show up as Income on your generated cryptocurrency tax reports!