How to check the value of cname records

I'm been trying to integrate my Email service provider with my CDN. As part of the process the ESP asks to add a CNAME record to your nameserver (here my CDN) with a specific value.

eg Record Type : CNAME Hostname : email.mydomain.com Value : esp.org

However even after adding this my ESP doesn't pick it up and so it's fallen in the gap between the ESP adn CDN blaming each other. Is there a way I can check the CNAME record and get the value returned? (How is the ESP validating this?)