The first - and in most cases the only - step is to download all your data from CoinExchange and upload it into Koinly. There are a few ways you can do this:
If you decide to import CSV files, you need to make sure to import your deposits/withdrawals and trades for ALL previous years and not just the current one!
That's pretty much it. Don't forget to tag your airdrops/forks so they appear as Income on your generated crypto tax reports!