How to set up DKIM in Mimecast (with Office 365). Create a DNS Authentication Outbound Definition and Policy. Add DNS record for DKIM selector and verify DKIM.
How to check DKIM selector DNS records using nslookup and MX Toolbox. And verify DKIM signing in email message headers.
Step by step guide for admins on how to configure DKIM in Office 365. Configure DKIM using PowerShell, publish DNS CNAME records and verify DKIM is signing message headers