From your wp2ai account, click "+ Connect a site" and enter your WordPress site's URL. This opens your site's plugin search with wp2ai pre-filled: click Install, then Activate. Back on wp2ai, click "Connect my site": a wp2ai page opens to authenticate you, the status switches to "Connection authorized" once the link is confirmed, then you're automatically redirected back to your site. No key to copy, no technical setup.
The whole connection takes about 2 minutes. The detailed guide is in the MCP Connections section.