Please read WPEngine's documentation about configuring DNS first. The documentation outlines pointing to them via an A record (your server IP address at WPEngine) or via a CNAME (your account name at WPEngine).
- Login to your Cloudflare Account.
- From the dropdown menu on the top left, select your domain.
- Select the DNS settings tab.
- Add your CNAME record with the domain values from wpengine.