Hi,
The CDN must be setup on the provider you are using before turning it on in W3. When you test it in the configuration do you get an error? Minify takes a lot of tuning. I suggest setting it to manual and only checking one box at at a time and then reviewing the results - you must also clear all your caches with each change and leave CDN off until Minify is working. Minify does work it just takes some playing with.
Hope that helps.