The only domains that you need to add are ones that you wish to assign policies for management. Normally, these are managed domains that you own, but you may also apply policies to external domains that send you email.
Adding Your Domain
Configuration > Domains > Actions > Add
Add you domain and the IP or hostname where you wish for the email to be delivered to. You may also specify an alternate port.
Flow and Priority
For more information on how flow and priority works, please review this article.