The first - and in most cases the only - step is to download all your transaction data from Koinex and import it into Koinly. There are a couple of ways you can do that:
Note that if you decide to import CSV files, you have to make sure to import your deposits/withdrawals and trades for ALL years - not just the current one!
That's it. The only other thing to be vary of is to tag your airdrops/forks so they show up as Income on your generated cryptocurrency tax documents!