The first - and in most cases, the only - step is to download all your transaction data from Mycelium Wallet and upload it to Koinly. There are a couple of ways you can do this:
Note that if you decide to use 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 keep in mind is to tag your airdrops/forks so they appear as Income on your generated crypto tax reports!