How to connect a mailchimp email signup form to my website?

I have created a simple email sign up form in mailchimp that I would like to put on my website.  They are requesting me to copy and paste the cname and record but I am unsure of where to do that in my squarespace website.  

Hi @AnjaNotanja,

You can embed a Mailchimp signup form in a Code block (requires a business plan). This would be a bunch of code that has <form> in it. 

As for CNAME and A records, those have to do with your domain registrar. You'd log in to whoever you pay for your domain name and add the records Mailchimp requires in the DNS settings.