DNS and my VPS hostname

Hello everyone and sorry for my poor english   

I've installed CWP on my VPS with an hostname similar at: vps.mydomain.com
I've also registered 2 NS: ns1.mydomain.com and ns2.mydomain.com
I've configured what I need and work all fine but I've a doubt for email settings:

when I create an email account CWP suggest me incoming and outgoing server setting to this vps.mydomain.com
But need I to edit dns zone file and add an A  record to point to this vps.mydomain.com or edit MX that actually is set to mydomain.com ?

Can you help to resolve this ?
Thanks in advance