Can someone explain DNS please?

Does anyone have the knowledge and the time to answer some questions about DNS please? I've been renting servers from Kimsufi, OVH and So You Start for many years, usually for my own sites, but I've been interested in setting up as a hosting provider.
I know that cpanel is probably the best, but I want to use KloxoMR instead. It is the only open source panel that is integrated out of the box with the billing software, but I have never handled a successful installation of KloxoMR, since webmail never works.

The only thing I can think about is that it is causing DNS, since other open source panels are configured, whereas KloxoMR is not, and in fact, doing a check with intodns shows that I do not have MX records configured, but how can I do that?
The problem I have to understand the DNS is from WHERE to configure it?
I have three points to my domain name:
1. My domain name provider, in this case crazydomains.
2. Kimsui / OVH, my server provider.
3. KloxoMR, my hosting control panel.

With other operating system panels, I simply set an A record on my server's ip, and the control panel takes care of the rest, but it's not the case with KloxoMR.
I understand that a hostname is but some forums consider as a host name. So the first question is the correct one?
Secondly, the name of My server is on the line of but I can add my own host name. If I add mine, does that mean I create a record A as in crazydomains, and then add it to the Kimsufi control panel?
Third, where do I configure the MX records? After pointing my domain to my ip and adding it as the default domain in KloxoMR, it shows the following DNS template:
__base__ A – 12.34.567.89
cp A – 12.34.567.89
ftp A – 12.34.567.89
mail A – 12.34.567.89
ns1 A – 12.34.567.89
ns2 A – 12.34.567.89
statistics A – 12.34.567.89
CN lists – mail
CN webmail – mail
www CN – __base__
imap FCNAME –
pop FCNAME –
smtp FCNAME –
__base__ MX 10
__base__ NS –
__base__ NS –

( is my domain name)
However, intodns shows that my domain name does not have mx records, even after creating them in crazydomains as well.
So, where do I configure the mx records, the domain provider, the server provider or the server?
Any help would really be appreciated, thanks.