To authorize Proofpoint Essentials to send emails on your behalf you will have to include it in your SPF record. The SPF record mechanisms used by Proofpoint depend on your region as shown below.
DKIM signing is currently not supported by Proofpoint Essentials. However it is on their roadmap for release by the end of 2020. You may be able to enable DKIM signing with your mail provider and Proofpoint will pass the signature along.
Create a free OnDMARC account to test your configuration.