In your Cloudflare account, select Add Site
Input the domain you'd like to add
Select the preferred payment plan for domain (Free is a great option)
Wait for Cloudflare to scan for DNS records.
Once the scan is complete, click "Continue" and change the provided nameservers on your domain registrar to point to Cloudflare.
After you've clicked "Done, check nameservers", as long as everything was input correctly, you are good to go!
Note: Please ensure the Proxy status is set to DNS only as we do not support Cloudflare Proxy when adding domains to Settings > Domains.