If you want to connect your domain with Microsoft 365, we recommend the following procedure:
To use Microsoft 365 with your own domain, you first need to validate that you are the rightful owner of the domain. This ensures that no one else can attempt to use your domain for Microsoft services without authorization.
This validation is done via what is known as a TXT DNS record for your domain. You will receive the required information for this TXT record in the Microsoft 365 Admin Console. How to add a new TXT record is described in this article: How can I manage my DNS records?
Afterwards, Microsoft will display additional DNS records that still need to be added—such as MX, SPF, or DKIM records.
More about DNS records: What types of DNS records are there?