Transfering a domain purchased from sedo

just purchased domain through sedo, i have the auth code but cloudflare is telling me to change the name server, how do i got about this?

You first need to set up the domain on Cloudflare and that requires setting the nameservers Cloudflare gave you. You need to ask the current registrar.

However, keep in mind if you just purchased the domain, this most likely involved a change in the registrant, which means you cant transfer the domain for sixty days. You’d also need to clarify this with the current registrar.