Domain Name System – Create a subdomain that points from Cloudflare to another server

Sorry, I'm new to this area, but here's my problem:

We have a domain with Godaddy, the DNS is with Cloudflare and the page is on Herokuapp.

I need to create a subdomain for the domain that points to a server with WordPress so that marketing staff can quickly create what they need.

How do I do that?

I've seen someone use Herokuapp just to host WordPress, but it does not seem to be the best solution.

I tried to create a cname record for the subdomain, but it only points to an empty herokuapp page.

Many thanks :]