For this tutorial I have built Velociraptor on an Ubuntu 20.04 machine.
Once you have Velociraptor installed, the first thing to do is to Generate a config file:
velociraptor config generate -i
Follow the following steps:
Replace all the localhost IPs to listen on all interfaces (0.0.0.0)
sed -e '/bind_address:/{s/127.0.0.1/0.0.0.0/}' -i /etc/velociraptor/server.config.yaml
As CloudFlare is handling the certificate you need to disable the self signed certificate in the yaml file
nano /etc/velociraptor/server.config.yaml
In the CloudFlare Dashboard make a new public hostname pointing to your internal IP address. The setting is under Zero Trust > Networks > Tunnels > Your Tunnel Name
Start your Velociraptor
velociraptor -c /etc/velociraptor/server.config.yaml frontend -v