Once those are done, in Bunny,

click CDN on the left

create a name for your Pull Zone

Click Storage Zone

Select the Storage Zone you upload your files to.

Click High Volume Tier

Click Add Pull Zone

Click Storage

Find the Cover Art File you uploaded

Right Click on it and copy URL

Paste the URL somewhere and make sure it has .b-cdn. in the url

If that's working, you have your CDN setup and you're ready to build a feed.