I don’t see that error anymore on your site, but:
You have to add it as a Custom Domain under the Pages Project and it’ll create the CNAME for you as well:
Repeat process for www subdomain as well if you want that to work as well, or use a redirect like Redirect www.example.com to example.com using Single/Dynamic Redirects using Single/Dynamic Redirects or Redirecting www to domain apex · Cloudflare Pages docs using Bulk Redirects.