Where do I add Cloudflare IPs to whitelist them?

Hi, I am trying to improve performance on my website and have just signed up to Cloudflare free account. As part of the instructions is says to add a number of IP addresses to the server whitelist. I found this post: which says to add the IPs to /etc/csf/csf.ignore So I did nano /etc/csf/csf.ignore and then pasted all those IPs in that file and clicked Save. However it throws an error saying the file does not exist. My question is (as the thread above is 3 years old) is this the correct way to whitelist IPs for my VPS? If not, where/how do I achieve this? Kind regards