The first and usually only step is to download all your transactions from BTC-exchange and import it into Koinly. There are a few ways you can do this:
If you want to use CSV files, you need to make sure to import your deposits/withdrawals and trades for ALL previous years - 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 final cryptocurrency tax documents!