API keys are not available yet. The page at Settings, API keys is a preview, and you cannot create a key.
The page is titled API keys with the description “Keys let your systems talk to Kylo without a sign-in.” It shows the badge Coming soon, the heading “API keys are on the way”, and the New API key button. It describes three planned properties: scoped keys (read only or full access), usage tracking, and instant revoke. The sample key it shows is an illustration. Kylo has no public API documentation yet.