May I ask if this is related to the Email Routing feature from Cloudflare, or rather you’d want to add SPF to the DNS for your zone? 
If it’s related to the Email Routing:
Otherwise, consider cross-checking for your 3rd-party service for SPF instructions, therefrom following the steps from below article you can add a new DNS record according to it for your zone:
More about SPF:
https://www.cloudflare.com/learning/dns/dns-records/dns-spf-record/