To create the API key for your Kraken futures account, you need to login to https://futures.kraken.com and then select on Settings from the drop down menu under your account name and then click Create Key in the API Keys section of the menu section
Select the options below and then click on Create Key
A window will pop up showing the details of the newly generated key make sure you save these details
The key will be generated without any further conformation
Now, all that is needed is to copy over this data to your new account (on the Price Drivers & Accounts page inside HTS).