Go to your profile in the top right of the screen and click Manage account.

A new window should open. Go to Security -> Create and manage API tokens.

Create and copy your new API token.

Back in the linking flow, enter your Jira domain that you use in Jira. Click Submit.

Next enter the email address you use to log into Jira. Click Submit.

Lastly, enter the API token you created above and click Submit.