How to change MX record to subdomain?

In many panels the MX record is something like "mail.domain.com", but in cpanel the MX record is only the domain in this example is "domain.com".

If I set a different mx record for example "mail.domain.com" even if that subdomain points to the server I don't receive any email, how can we create a different mx record that works?

MX records should be as follows
@ IN MX 0 [and domain/sub that points to the server].  << Don't forget the period at the end

@ = domain
0 =  mailserver priority

MX records should be as follows
@ IN MX 0 [and domain/sub that points to the server].  << Don't forget the period at the end

@ = domain
0 =  mailserver priority

This surely only applies when writing the DNS record manually into the file, right?

Yes with cwp I know that the MX record is only the domain, my question is there are any way to create a subdomain and use it on the MX record?

I have a subdomain mail.domain.com that is pointing to the server, but if I use that subdomain on the MX record the emails I never receive any email.

Yes with cwp I know that the MX record is only the domain, my question is there are any way to create a subdomain and use it on the MX record?

I have a subdomain mail.domain.com that is pointing to the server, but if I use that subdomain on the MX record the emails I never receive any email.

well... you can create any subdomain with an A record that goes to the server's IP and then use that subdomain as MX. The subdomain name is not the thing that matters, it's the IP behind it.

Sometimes it takes time for changes to the DNS to apply.