Klaviyo automatically applies the necessary SPF (sender policy framework) and DKIM (DomainKeys Identified Mail)records when you have a dedicated sending domain set up for your account. When the CNAME records are added to your DNS, a subdomain is created and delegated over to Klaviyo to control and make use of. At this point, Klaviyo automatically adds the necessary SPF/DKIM records to set your account up to send emails using your own dedicated domain. On your end, you only need to add the prescribed CNAMEs; no records are required.
For additional resources, you can learn How to Set up a Dedicated Sending Domain in this article.