Under Settings, you can connect Audience to Mailgun, AWS SES, or Sendgrid to send your emails.
Connect Audience to Sendgrid.
Set the API Key from your Sendgrid account.
The email should be an email address that is allowed to be a sender email in your Sendgrid account.
Once you enter your details and click Save Settings. Audience will send a verification email using those settings.
If the email sends successfully you will need to click the "activate email" button in the email to enable your email provider in Audience.
If the email fails, it will report that in the screen along with any message from your email provider.