Configuring DNS to use own Domain

I have successfully verified my own domain with Zoho Business but you instructions on what to do next are confusing at best.

As an example, let's say I want to configure wiki.mydomain.com to point to my Zoho Wiki. How do I configure DNS? I have tried creating a CNAME record in my DNS to point wiki.mydomain.com to mydomain.wiki.zoho.com and it did not work.

Please advise?