You've just created your first redirect, but then these DNS thingies pop-up.
These changes are necessary for letting the internet know where to find the redirection service that you've just setup for this domain.
These DNS changes need to be made at your domain. In most cases, this can be done at your domain registrar. If you use external nameservers (Cloudflare for instance), you need to make the changes there.
Unsure where your DNS is hosted? You may check this via an 'NS' check. Example: https://www.whatsmydns.net/#NS/example.com
Made the necessary DNS changes? It may take up to 24 hours before these changes are fully propagated!