I - Setting up image host
You can download this app at the following location: https://getsharex.com/. ShareX runs an image editor called greenshot which comes included when you download ShareX.
You should be seeing this when you open up ShareX
The first thing you want to do on setup is to add an image host. Specifically, the best one to use right now after my own experimental testing is imgur.com
I suggest you set up an imgur account. Having an account set up let's you track down all your historical ShareX links created on the web. If you do not have an account you can still upload, but if there's a link you've created in the past and want to look it up, it will be difficult
Once you have an account setup, go back to ShareX's application. Navigate to DESTINATIONS -> DESTINATION SETTINGS
Set the account type to "user". And then click "open authorize page"
Which leads here
You'll get a pin code for the imgur API
Paste the code
Your ShareX and imgur account should now be linked