The author created a personal DALL·E Playground in Discord using Zapier and the OpenAI API, allowing users to generate DALL·E images directly from new messages posted to a Discord channel. The process involves setting up a trigger step that sends a Discord message to OpenAI's DALL·E for image generation, followed by an action step that retrieves the generated image and sends it back to Discord. Users need to set up an OpenAI account and create a Discord server before starting the process, which requires three steps in Zapier: sending a Discord message to OpenAI, generating an image based on the prompt, and retrieving the generated image to send back to Discord.