To start setting up your Octopus Deploy API connection you will need an API Key. First, you need to connect to your Octopus Deploy cloud instance and log into your app https://<yourapp>.octopus.app to create an API key.
Now that you have your API key, you will be able to connect to your cloud instance API.
There are several ways of testing your API key. If you are familiar with the program called 'PostMan', you can use that, or if you want to, you can use the built-in 'swagger' component in your API. Navigate to https://<yourapp>.octopus.app/swaggerui/.