"Hey, This is Evans. An API Key can be thought of as a username that is generated to allow data access. In this case, the exchange generates the Coinbase Pro API, which you then pass on to another application. Based on the permissions you grant, the application will then import your data.
Choose the API link from the drop-down menu. Select the API Settings tab under Profile Information, then + New API Key. Choose your profile and permissions, create a password, and then enter your 2-Factor Authentication code. Finally, at the bottom, click Create API Key.
Finding your Coinbase API Key."