Hi there,
In mail exchanger model, you may set a host in your Zentyal managed domain or any other FQDN host.
For instance, if you have example.com as internal Zentyal domain, then you may set mail as hostname whose IP address is 192.168.12.43. Then, in the mail exchanger model, you may create as mail exchanger the mail host and it will point it to the internal IP address set above.
Hope this helps you.
Best regards,