The first and usually the only step is to download all your transaction data from coinmex and import them into Koinly. There are a couple of ways you can do that:
Note that if you decide to import CSV files, you need to make sure to import your deposits/withdrawals and trades for ALL years !
That's it. The only other thing to be vary of is to tag your airdrops/forks so they appear as Income on your final cryptocurrency tax documents!