First we'll need to install their Python package:

```bash
pip install openai
```

Accessing the API requires an API key, which you can get by creating an account and heading [here](https://platform.openai.com/account/api-keys). Once we have a key we'll want to set it as an environment variable by running:

```bash
export OPENAI_API_KEY="..."
```

If you'd prefer not to set an environment variable you can pass the key in directly via the `openai_api_key` named parameter when initiating the OpenAI LLM class:

```python
from langchain.llms import OpenAI

llm = OpenAI(openai_api_key="...")
```