help for setting MX and A record [closed]

I have set Name Server (NS) of a domain to alberto.ns.cloudflare.com. As you know cloudflare provides detailed DNS settings. So I have created a MX record pointing to mx1.exampleMailProvider.com and I want to access to SMTP using the address mail.mydomain.com.

Should I set another DNS record for mx1.exampleMailProvider.com or to the cloudflare NS alberto.ns.cloudflare.com or My website hosting IP or something else?