You would need to use Cloudflare's nameservers, they have a guide for that here -

https://developers.cloudflare.com/dns/zone-setups/full-setup/setup/

I don't want to use Cloudflare, I have already added the DNS Records with CNAME type in DonWeb, how long do I have to wait for them to connect?

I'm going to assume DonWeb does not support root level CNAMEs that are required for custom domains on Railway, thus you would need to use Cloudflare's nameservers.

If it supports CNAMEs and I have already added the IP and CNAME, how long should it take to connect to railway?