If you have just purchased Office 365 and want your emails to be directed to their servers you will need to add certain records to your DNS.
When you sign up to the service Microsoft will supply you with the details you require - if you follow these instructions - you will just need to fill in the blanks.
The first step they require is for you to show you have control of the domain - to do that they ask you add a TXT type record to your DNS - once they see that records you will be given access to the rest of the DNS information.
We'll use example.com.au for this article...
The TXT record comes in the form of:
@ 3600 IN TXT MS=ms43108717
when you enter that in WHM DNS you use the form:
example.com.au. 3600 IN TXT MS=ms43108717
(essentially you replace the @ with your domain name and finish it with a . )
Once they have tested your domain for that change they instruct you to add the following:
example.com.au. 3600 IN MX 0 example-com-au.mail.protection.outlook.com.
example.com.au. 3600 IN TXT "v=spf1 include:spf.protection.outlook.com ~all"
autodiscover 3600 IN CNAME autodiscover.outlook.com.
lyncdiscover 3600 IN CNAME webdir.online.lync.com.
msoid 3600 IN CNAME clientconfig.microsoftonline-p.net.
sip 3600 IN CNAME sipdir.online.lync.com.
_sip._tls 3600 IN SVR 100 1 443 sipdir.online.lync.com.
_sipfederationtls._tcp 3600 IN SRV 100 1 5061 sipfed.online.lync.com.
Pay attention to the fullstops - without them the DNS will fail - you wont be able to receive mail until you get these settings correct.
Once the settings are correct you'll be able to setup your email accounts in your office 365 control panel.