To authorise Heimdal Security to send emails on your behalf you will have to add them to your SPF record. The SPF record mechanism used by Heimdal Security is shown below.
To configure DKIM, you need to log in to the HEIMDAL Dashboard, click on Network Settings -> Email Protection tab -> Email Security tab where you can edit the domain in question.
From there, you can click on Additional Domain Settings and in the center of the page you should have a DKIM Signing button where you can configure the DKIM settings:
After you generate a DKIM public key, please update the Network Settings and you can go back on your domain's DNS Settings and add the DKIM key.