Trying to set up my dns zone with Cloudflare (nameservers) and point the domain to Siteground

Hello,

I am trying to move my media files to Cloudflare from my Siteground hosting, but I was unable to do so on Siteground. How would I set up my dns zone with Cloudflare (nameservers) and point the domain to Siteground from Cloudflare?

Not possible. Cloudflare doesn’t provide hosting services. If you mean using Cloudflare cache then you can do that regardless of where your website is hosted.

Siteground is a Cloudflare partner and it would be much easier to setup Cloudflare from your CPanel.