CNAME code?

Hello. I'm on day 2 of trying to set up this. I escaped from GoDaddy.com and now reside over in Hover.com. I'm also attempting to escape google's services. Gmail especially! So here I am at Zoho trying to set up new emails through you guys with my domain name.

I'm told by Zoho that I need to change the MX Records. This is where I'm stuck. I don't really 'get' the step that says:

In the Name/ Host/ Alias/ CNAME add the code generated in Zoho zb********

Where do I get a 'code' generated? I can't seem to figure this out? Any help would be great.