You will need to perform the following steps to setup Sendgrid with SendX platform:
Visit Sendgrid and sign up for an Sendgrid account. Sendgrid has a free plan of sending upto *12000( emails free per month.
Login to your Sendgrid account and select Settings > API Keys.
Voila ! at this stage you can start using sendgrid to send emails. Note that bounce and complaint handling still need to be taken care of.