Domain & Hosting in GoDaddy, email with MS Office 365

 Hi there, 

I have the domain to my website and hosting @ GoDaddy. I'd like to purchase O365 with the email hosting mailbox and custom email domain addresses ( eg info@mycompany.com , without the .onmicrosoft.com suffix at the end ) direct with Microsoft, instead of going through with GoDaddy.  Is that possible or do I have to purchase Microsoft Office 365 through GoDaddy cause the domain is hosted there ?