Go to the Slack page to create apps and create a new app. Call it "PostHog" and connect it to the workspace of your choice.
Feel free to use an image from here as the app's logo.
Go to the 'Incoming Webhooks' page for your newly-created app and toggle 'Activate Incoming Webhooks' to turn it on. Then click on 'Add New Webhook to Workspace' and select the channel that the notifications will be posted to:
Copy the Webhook URL into the PostHog Setup page:
For each action that should be posted to Slack, select "Post to Slack/Teams when this action is triggered":