Navigate to Sophos Central Customers on the left-hand side, select the client you want to generate API creds for, and click the Launch Sophos Central Admin button. Example below:
Click Global Settings -> API Credentials Management
Click the Add Credential button on the right-hand side
Enter a name (use 'Wizarrd' if possible), select Service Principal Management for the role, and click Add
IMPORTANT: Copy the Client ID and Client Secret before closing the window
If successful, you should see a window like the following: