The first - and in most cases, the only - step is to download all your transaction data from ZB.com and import them to Koinly. There are a couple of ways you can do this:
If you decide to use CSV files, you have to make sure to import your deposits/withdrawals and trades for ALL years !
That's all you have to do. Don't forget to tag your airdrops/forks so they appear as Income on your final cryptocurrency tax reports!