Open the Gemini API (https://exchange.gemini.com/settings/api) page by clicking your name at the top right menu and selecting API Settings.
Click Create a New API Key.
Select Primary Scope, and click Create a New API key.
Enter your 2 Factor Authentication Code only if prompted.
In the API key settings, enable Auditor. Leave other options unchecked.
Copy the secret key now, as you will not have an opportunity to later, and put into ZenLedger.
Copy your API key to ZenLedger (https://app.zenledger.io).
In ZenLedger, Click Import Transactions once you have copied over the API information.
Here is a video showing the process: