Log into your account at https://www.kucoin.com/, go to "Account" in the upper part of the site, and select "API Keys".
Important: You should enable 2FA and set security questions to continue. Just follow KuCoin's instructions.
Click on "Create" and do a security check.
Confirm your action by email: press "Confirm" and then open a link in a letter from KuCoin.
Press "Update" on the key and check "Trading authority" and "Read information" if it's not checked.
Confirm action by email again.
And now the API & Secret keys are in your hands:
If you need to delete the key for some reason, click on "Delete", then confirm the action by pressing "Confirm".