You will need to have an existing S3 bucket. You can create a new one here.
To add a connection to an AWS S3 bucket, go to Integrations via the right-hand sidebar, then create a new S3 integration and enter bucket name and credentials, depending on the bucket's visibility:
To access the files, click on 'How to use' in the sidebar, under the newly created S3 integration. You can access the bucket in filesystem under