To setup Microsoft 365, you would need to update your DNS records to point to Microsoft servers as per the hostnames provided by Microsoft.
Login to WHM/cPanel and click "Edit DNS Zone"/"Advanced DNS Editor" and create new records as per the example below:
example.co.nz. 300 MX 0 example-co-nz.mail.eo.outlook.com. example.co.nz. 3600 TXT MS=ms000000 autodiscover 3600 CNAME autodiscover.outlook.com. example.co.nz. 3600 TXT "v=spf1 include:outlook.com ~all" _sip._tls 3600 SRV 100 1 443 sipdir.online.lync.com. _sipfederationtls._tcp 3600 SRV 100 1 5061 sipfed.online.lync.com. sip 3600 CNAME sipdir.online.lync.com. lyncdiscover 3600 CNAME webdir.online.lync.com.
*ms000000 - value provided by Microsoft
**ensure to change "example.co.nz" to your own domain
**SRV records are provided with Priority, weight and port respectively
NOTE: SRV records can only made via WHM at this time. Please contact us at email@example.com if you do not have access to WHM.