How to enable Cloudflare for a subdomain?

I’m sorry if this is obvious. I’m a complete novice.

I’m following the steps here:

I’ve added to cloudflare’s dns (green.newsite.com)
and now I get the following error:

Sorry, this page doesn’t exist.
Please check the URL or go back a page.
404 Error. Page Not Found.

This is a change because before it said server error

I then checked:
https://www.ultratools.com/tools/dnsLookupResult

and without the https:// part, the domain shows up on ultratools
eg
green.newsite.com

Yet, there’s still the 404 message

Is there something obvious I’ve missed?