Cakecious theme comes integrated with Mailchimp for newsletter.
In order to setup it on your Mailchimp account, please go to themeoptions/footer options and Follow on-screen instructions to enter your Mailchimp form code.
If you do not use Mailchimp, and use some other provider, please search for its WordPress plugin and use that instead. Please contact your provider for further help, WordPress being the most popular CMS, they must have a way to integrate with it.