First you use a tool like https://mxtoolbox.com/
You type in your domain name.
The it will show the MX record typically pointing to the IP address of the current Mail Server.
Then you need to find your Protectors Public IP and make sure incoming TCP Port 25 goes to the Protector IP.
Now you change the MX record and your domain hosting provider to the public IP Address for the Protector UTM Firewall.
In the Protector you go in Menu Email > Setup
As shown in example below
You can configure your own very easily with