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 -> Link Branding section
Click on "Brand Your Links" button and then, select your domain hosting provider if you know.
If your hosting provider is not listed then select 'Other Host (Not Listed)' and enter the hosting provider's name.
If you are not sure on your hosting provider, you can select 'I am Not Sure' option.
Click on 'Next' button.
Then you have to enter your link subdomain (if you wish) and your mailing domain name.
For example: link.your domain name.com (or) e-link.your domain name.com (or) emaillink.your domain name.com
Please note that you can choose your own sub domain and it does not need to be one of these examples.
Once you have entered the above information, click on '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 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 'Verify' 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 create the DNS records on GoDaddy, Hover hosting providers.
Learn how to create and validate the sender domain authentication records.