DKIM and DMARC are used to prevent spoofing of the domain name by spammers. Configuring it in Office365 is quite easy, but must be done manually if you use a custom domain (so not the standard .onmicrosoft.com). I assume, that the standard DNS configuration including the SPF record is already done, as they are set automatically or at least validated during the setup of a new domain.
To configure the DKIM and DMARC records, you just need to add a few DNS record and enable it in Exchange Online:
Step 1: Enable DKIM
Go to Exchange Admin Center and open dkim which you can find under protection. Select your domain and press “enable”: