Can any one explain DNS please?

Does anyone have the knowledge and time to answer a few questions about the DNS system? I rent servers at Kimsufi, OVH and So You Start for many years now, usually for my own sites, but I am interested in setting up a hosting provider.
I know that cpanel is probably the best, but I'd rather use KloxoMR. This is the only open source panel that immediately integrates the billing software, but I have never been able to successfully install KloxoMR because webmail never works.

The only thing I can think that could be the cause is the DNS, other open source panels are ready to be configured, unlike KloxoMR. Actually, a check with intodns shows that I have no MX record set up, but how do I do it?
The problem I have with understanding the DNS is where to install it.
I have three points for 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 put an A record on my server IP address, and the control panel does the rest, but not the case with KloxoMR.
I understand that a hostname is, but some forums consider that is a hostname. So first question which is correct?
Secondly, the name of my server is similar to but I can add my own host name. If I add mine, does that mean that I create an A record as at crazydomains, and then add it in the Kimsufi Control Panel?
Third, from where can I configure MX records? After pointing my domain to my IP address and adding it as the default domain in KloxoMR, the following DNS template is displayed:
__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
stats A – 12.34.567.89
CN – mail list
CN-mail webmail
www CN – __base__
imap FCNAME –
pop FCNAME –
FCNAME smtp –
__base__ MX 10
__base__ NS –
__base__NS –

( being my domain name)
Still, intodns shows that my domain name does not have mx records even after they were created on crazydomains.
So, where can I configure mx records, domain provider, server provider or server?
Any help would be appreciated, thank you.