The first - and in most cases, the only - step is to download all your transactions from OEX and upload it into Koinly. There are a couple of ways you can do this:
Note that if you decide to import CSV files, you need to make sure to import your deposits/withdrawals and trades for ALL years - not just the current one!
That's pretty much it. Don't forget to tag your airdrops/forks so they show up as Income on your final cryptocurrency tax documents!