You probably doing the dns externally, then check the suggested DNS records in Server Configuration.
If you see no DKIM secords you need to turn it on at Email Setting–>DomainKeys Identified Mail https://www.virtualmin.com/documentation/email/dkim/
SPF and DMARC are just DNS records. DKIM is a key added to the sent emails from your system and verified by the DNS key in the TXT record.
If you are not hosting DNS on the Virtualmin server, you should not have the DNS feature enabled. When you turn it off, Virtualmin will provide a page of suggested DNS records, which will include SPF and the DKIM record.
DKIM is not a module you have to install (and the dependencies are probably already installed, if you used our install script). It’s just an option you turn on, and it is documented: DomainKeys Identified Mail – Virtualmin
As an addendum, I’ve found it better to wait 24 hours or more after setting up SPF and DKIM before setting up DMARC. Perfectly-good DMARC will fail to validate until the DNS changes for SPF and DKIM propagate.
It may be less true nowadays than it was when I was young, back when ISDN was considered fast and horses and buggies roamed the streets of Olde Brooklyn. But old habits die hard.