Firstly, you'll need a Linnworks Developer account. If you do not have a developer account you can request access via the following help form:
https://help.linnworks.com/support/solutions/articles/7000059023-requesting-developer-access
Once you have a developer account, you should go ahead and create an application. Applications are the fundamental way that external services can communicate with Linnworks.
Once you have created an application you can move on to the next step which will show you how to authenticate and get working with the API.