Hi, @thomasender. There is a support guide with more information about this. The specific section I would recommend is here:
To summarize, Netlify doesn’t know what the correct DNS records should be. We can help you to create DNS records if there are questions about how to do so. However, we need you to tell us what the correct DNS records should be.
You can either get the correct record information from the email services or you can use the external DNS instructions instead of Netlify DNS. Both workflows are discussed in more detail in the support guide.
If there are questions about anything in the support guide or if you experience any issues when creating the required DNS records, please let us know.