To start sending emails in the Email Marketing section, you need to first connect your domain. You can do that in the Emails & Automation section -> Settings.
There you have the option to add your domain. All you need to do is add the CNAME and TXT records provided by you after adding the domain to the platform.
Simply go to the domain settings where you've purchased the domain and find the DNS Records area to add the CNAME and TXT records. It might take some time for the DNS records to update after adding them so don't worry, check again in 10-15 minutes and in most cases it should be showing as 'Verified' in green.