Here are a couple of ways you could try to approximate it:
* "Kei-ya-ne": This pronunciation focuses on the individual sounds and uses the "k" sound for the "ch".
* "Kay-ya-ne": This is a slightly more natural pronunciation for a Hawaiian speaker, using the "k" sound and emphasizing the "a" vowels.
Ultimately, you could also just use the English pronunciation "Cheyenne" and most Hawaiians would understand.