First of all you have to log into your SendGrid account using the credentials you already have.
Then navigate to Settings -> Whitelabels -> Domains page
On this Domain Whitelabel page, click on "Add Whitelabel" button.
Then you have to enter your mailing subdomain and mailing domain name.
For example: email.your domain name.com (or) mail.your domain name.com (or) marketing.your domain name.com and make it default by following the instructions below.
Please note that you can choose your own sub domain and does not need to be one of these examples.
Once you have entered the above information, click on Save button to save the record.
Upon saving the record you will see the CNAME records with HOST and DATA information that gets displayed.
Now you have to create these three CNAME records in your hosting domain provider/domain registrar like GoDaddy/LunarPages/BlueHost etc.,
You can look up specific instructions on how to create CNAMES for your domain registrar or the hosting provider on their support portal or by contacting your support rep.
Once you have successfully registered the CNAME records with your domain registrar/hosting provider, you will have to validate these records by clicking on the 'Validate Record' button which is show in the above screen.
It will show green trick mark, once it has been successfully validated. If you are having any difficulties in doing this, please feel free to reach our support team anytime.