1. Open your DNS and navigate to your local zone. Create a new A host Mail and point it to the IP of your Exchange server
2. Then create a new A record for autodiscover and point it to IP of your Exchange Server.
3. Then the final record is MX record. Just click browse or type in full FQDN of your Exchange server.
If you have a .com zone in your DNS, repeat same steps as above (mail, autodiscover and MX record).For External DNS you will have to repeat same steps as above, but point it to your External IP on your firewall, which will again forward it to your Exchange server.