This is a little complicated.

If you host your DNS within Cloudflare, then you can manage the DNS within your own account, as we use a feature called CNAME flattening for our load balancers.

If you host your DNS with any other provider, our load balancers will only work with a subdomain (www. for example) and not the root domain, you would need to externally handle the redirect from the root domain to subdomain.
For this reason we offer to host your DNS within our Cloudflare account, handling all the tricky DNS on your behalf.

Please note if you wish to enable End to End SSL with your own DNS, please follow the instructions found here.