To recieve incoming and outgoing mail with the appliance, following things are required:
Set an external DNS in your Appliance Network Configuration
Add the Domain(s) in Appliance Admin Webinterface => Configuration => Local Domains
Configure Transport Rules in Appliance Admin Webinterface for each Domain to point to your corresponding offic 365 mx record
The required DNS Name can be found in your office 365 domain view:
Add the Microsoft Adresses for mail.protection.outlook.com to the Trusted Networks (Appliance Admin Webinterface -> Configuration -> E-Mail Transport -> Trusted Networks)
This will allow the appliance to relay mails for the configured networks.