If you have added your CNAME records and they won't verify, there are a couple of reasons this might be happening.
The most common reason is that your domain provider has a set of rules for adding CNAME records which are slightly different to the records we have provided. For example, services such as GoDaddy and Squarespace (others follow suit as well) require that you do not include your domain name in the host part of the record.
For example, if the first record we give you is em123.yourdomain.com you would only need to enter em123. This applies to all 3 records.
A bit of patience
Another potential reason might just be that you need to wait a certain amount of time for the records to take effect. This is something you can check with your domain or hosting provider.