This sounds like a task that is better for Godaddy to handle. This is usually a concern when the web host domain isn't the same as your personal domain. If Godaddy is the web host, I would think they've already done this. Anyway, I do suggest contacting Godaddy to verify.

Thanks David!.. but they sent me here. I have no problem adding a DKIM to their DNS records but I don't know where to generate it. Can you help me know where to find it?

You need cpanel access to the host web account.

Yes, I have cpanel access. Can you help me with the steps to generate the DKIM records? I need to know what to enter in the Type, Name, Value and TTL sections.

You really need to pursue this in a different forum. DKIM (and SPF) records are topics in server administration.

I can do that but I'm not sure which forums I have to ask this question. I would really appreciate your help if you can point me in the right direction.

The simple solution is to do a web search for

  how to set dkim record   

Never overlook the power of search engines. Good luck.

Alright David! Thanks for your time and help.

Godaddys own instructions are here https://au.godaddy.com/help/set-up-dkim-or-dmarc-records-for-my-email-40810