@Marvin Oco This is something we work with a lot for out customers. It’s quite straight forward. Let’s take Mailchimp as an example. With Exchange Online you most likely have create an SPF record already. Then you set up DKIM for Office 365.
For DKIM you create a CNAME record for k1._domainkey.yoursite.com with this value: dkim.mcsv.net. For SPF you add this TXT value: include:servers.mcsv.net See the links below.
As a general statement: The best idea is to use subdomains for your marketing needs, for instance send those mails from marketing.<yourdomain>.com.
Please come back with questions, and I’ll guide you through this jungle. Personally, I always recommend https://dmarcian.com/ in order to work with DMARC.