Nameservers say WHO answers questions about your domain. DNS records are the answers themselves.
If your domain uses our nameservers, edit records under the domain's Manage DNS: A records point names at server addresses, CNAME records point names at other names, MX records route your email, TXT records carry verifications (SPF, domain ownership and so on).
If the domain points at another provider's nameservers - a CDN, an external DNS host - then records are edited THERE, and our DNS page for that domain has no effect. That mismatch is the most common reason a record "does not work".
DNS changes are not instant: allow up to a few hours for the world to notice, though most changes show within minutes.