Hello there,
As you mentioned, you need to Set Up Custom Domain Authentication DKIM for your wordpress website. Firstly, to set up authentication, I need to create or edit domain records with your Domain Name Service (DNS) provider. If you don't know who your DNS provider is, let me know your hosting service provider. I would like to tell you that Google, Yahoo, and Microsoft, use DKIM and SPF authentication as a way to scan incoming emails for spam or spoofed addresses. Must assure that you include Mailchimp in your SPF record.
To authenticate your domain, I will need to complete tasks in Mailchimp and in your domain provider's zone editor or
cPanel then hosting provider's DNS console.
So, please share your access to your Mailchimp, Cpanel as well as details of your domain and hosting provider.
Let me know your detail requirements from my end as your job post is very short.
BEST REGARDS