Your website goes on your domain (yourbrand.com) and your members area on a part of it (members.yourbrand.com). If your domain is already on Cloudflare, there's nothing to do. If it's somewhere else, your order page shows the two settings to change at your domain company; it usually takes a few minutes and can take up to a day.
Already have a website you're keeping? Choose Keep my website when you order and we connect the members area to it instead.