Where to add mx records, Please tell me, I am confused

Where to add mx records, Please tell me, I am confused

I verified my domain for using zoho mail.
now to receive email, where to add mx records. I buyed my domain name at godaddy and hosted it at bluehost.
but using a cdn cloudflare which is also resolving name servers at godaddy.

Out of these 3 , where should I add MX records, to receive email :)