DKIM is essential to authenticate your domain and inform the recipient server that your domain is trustworthy. This validation ensures that any email sent from your domain is treated as legitimate. Further, it helps protect your domain from spoofing and phishing attacks. Hence, this verification is mandatory while creating your account with ZeptoMail.
CNAME records are a means to allow ZeptoMail to receive the bounced emails.
Follow the steps mentioned
here to add these records.