Adding iCloud.com to my "from" addresses in mac os x mail

I would like to add name@icloud.com to the "from" addresses when sending a mac os x mail message on my iMac. Currently only me.com, mac.com and a gmail address are showing in that field. How do I add icloud.com when using mac mail?

Going to System Preferences>iCloud and clicking on Mail & Notes brings up no instructions.

My name@icloud.com address shows up when I'm in icloud.com and is a verified address in my Apple ID profile. I have no problem receiving messages in mac mail sent to my icloud.com address.