Log into your account at https://www.kucoin.com/, go to "Settings" in the upper part of site, and select "API Keys".
Click on "Create".
And now the API & Secret keys are in your hands:
FYI: don’t try to test the function of the key in the screenshot above; the key was deleted immediately after this was written.
If you need to delete the key for some reason, click on "Delete", then confirm the action by pressing "Confirm".