Cloudflare side
Login to your console and click “DNS” tab. Here we’ll add those CNAME records.
One thing you do need to pay attention is that because Cloudflare is a CDN, when you add a CNAME entry, by default it’ll proxy it. Make sure you toggle the arrow-cloud button to tell Cloudflare to not proxy it; only treat it as “DNS only”. Otherwise you’ll get DNS Validation Error (Code: 1004) and won’t be able to add the records.