You can add the CDN to GTMetrix but first, you will need to create an account with GTMetrix or log in if you have one already.
Once logged in you will need to click the User settings option located on the top right of the screen. On this screen, you can edit the CDN Hostnames under the Analysis Options.
Under the Yslow CDN Hostnames option, you need to enter your Hostname for your CDN. This will simply be the domain you are using.
For Example.
www.yourdomain.com
Yourdomian.com
Next click to save the changes. This will now pick up your CDN on the next scan of your site.