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[You should delete your duplicate post if possible!]
There is not any direct relationship between DKIM + SPF records, which are used for signing and authenticating outbound email, and the CNAME records you create so people can visit your landing pages and register clicks with the branding (click tracking) server.
If CNAMEs are not set up correctly, then even if the email reaches someone's inbox, the links in the email will not work. If DKIM is not set up correctly (especially in the case of a bad signature), mail will not be delivered, which is obviously also bad. So they are not related to each other, yet they are both critically related to marketing effectiveness.
The information in this recent post is pertinent: How is Marketo server domain tree set up with the company domain?