I hope you are having a nice day.
Could you kindly provide us where you found the address you mentioned (Project Settings > Integrations)?
Natively on JIRA, the mentioned address does not exist, however, I believe that may be a plugin to integrate both JIRA and CircleCi can build this shortcut.
Could you please let us know if you are using a plugin or something similar to perform the integration?
If it is related to an APp, the apps page must have the correct steps to configure the integration on JIRA Settings > Apps > Manage Apps.
Let us know if this information helps.
Thank you for your answer.
The mentioned way specified in the plugin start page must be added by the own plugin integration since it does not exists natively on JIRA.
That been said, I recommend you to contact the CircleCi community forum to get help from the plugin developers:
Posting because I just spent 15 min puzzling over this myself, and I'm assuming someone else will too. The Project Settings in question is on the CircleCI side, and NOT in JIRA Cloud.
Copy the key displayed, then go to CircleCI, open your project there, and click on Project Settings. Under integrations, you'll see JIRA listed, and you can enter the key.