In order to enable email authentication for MailChimp, you will need to do the following:
Add MailChimp as enabled sender for your domain in the Valimail Enforce application as described below:
The default DKIM keys for MailChimp will be added automatically.
Return to your MailChimp account and click on 'Verify Domain' as described in the steps in this MailChimp link:
Once you complete the above steps, you can begin sending authenticated emails using MailChimp.