There are two ways to connect a custom domain to a Netlify site.
Netlify DNS means using Netlify as the DNS service provider. The external DNS keeps the DNS resolution with the existing provider - which is normally the domain registrar but not always.
If you are moving an existing domain name to Netlify DNS -especially if you have an email service configured for it - please be be sure to copy all existing records to Netlify before changing the name server (NS) records to point to Netlify. There is more about this topic here.
If you are using the external DNS method, the existing DNS records remain active so no records need to be copied.
Please let us know if there are other questions about this and we’ll be happy to answer.