You can't create the API credentials for Capterra yourself: they come from Capterra. Request them before you start connecting.
Before you connect
Contact your account manager at Capterra and ask for an API key (entered as the token in Funnel).
Connect the data source
In Funnel, go to Data sources and add Capterra.
Enter your Token.
Finish the connection.
Common problems
The credentials are rejected: check that you're using the API credentials from Capterra, not your normal login, and that they were copied without extra spaces. If they still fail, ask Capterra to confirm the credentials are active.
See Capterra: Dimensions and metrics for the data available.