Hello there!
I have hosted a domain for my website at dreamhost and bought there two email addresses. Dreamhost created many dns records (MX, A, TXT, SRV) for my webmail and I would like to use it. I read that I need to put all records to the dns table at Cloudflare. I did that but if I try to open the webmail it just redirects me to my website. I have entered all DNS records with a grey cloud.
No need for a Page Rule. Use the SSL/TLS settings page, and it will apply to your main site as well as webmail. And you need both settings: Always Use HTTPS + Auto HTTPS Rewrites.