Login to your SendGrid account
Click on API Keys under Settings in left menu
Your existing API Keys are listed on this page.
You can also click Create API Key button to generate a new one.
Copy your API Key
Go to your WP-Admin > Opt-in Samurai > 3rd Party Integration
Click Activate button under SendGrid logo
Enter or paste your API Key in the form in bottom of the page
Click Save Changes and you are done