You can't create the API credentials for Adobe Advertising Cloud yourself: they come from Adobe Advertising Cloud. Request them before you start connecting.
Before you connect
Contact your Adobe account manager and ask for your User ID (a 6-digit number) and API Secret Key. These aren't the details you use to log in to Adobe Advertising.
Connect the data source
In Funnel, go to Data sources and add Adobe Advertising Cloud.
Enter your User ID (6 digits), API Secret Key and currency.
Finish the connection.
Common problems
The credentials are rejected: check that you're using the API credentials from Adobe Advertising Cloud, not your normal login, and that they were copied without extra spaces. If they still fail, ask Adobe Advertising Cloud to confirm the credentials are active.
See Adobe Advertising Cloud: Dimensions and metrics for the data available.