Hello!
You have to add this domain to the Websites section first. It can be done on the first page you see when logging into Dashboard (https://dash.cloudflare.com).
I don’t believe what you’re trying to do is possible.
In order to achieve what you’re trying to do here, you need to own the second level domain from the TLD, which, in this case, is duckdns.org.
So, unless you own duckdns.org, you can’t add “x.duckdns.org” as a domain here.
Oh wait, I just remembered that it is actually possible, it just requires an enterprise paid plan.
For your use-case, if you don’t consider upgrading your plan then I believe it’s impossible.