First of all you have to log into your SendGrid account using the credentials you already have.
https://app.sendgrid.com/login
Then navigate to Settings -> Sender Authentication -> Domain Authentication section
Click on "Authenticate Your Domain" button.
Then you have to select your hosting provider such as Godaddy, Namecheap etc.
If your hosting provider is not listed, you can select 'Other Host (Not Listed)' option.
If you are not sure, you can select 'I am not sure' option.
Select if you want to create a link branding as well or not.
Enter your from email domain. In the screenshot abc.com is shown as just an example but in your case, you will enter your from email domain.
Please note that you can also add any sub domain as well as the sender.
For example: email.<your domain name>.com (or) mail.<your domain name>.com (or) marketing.<your domain name>.com
Click on the 'Next' button to 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 their 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' 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.
Learn how to setup DNS records on 'GoDaddy' and 'Hover' hosting providers.
Learn how to setup and validate the Link branding authentication records.