In order for email sent by your server to get past spam filters, of say Gmail, it is necessary to configure SPF, reverse DNS and DKIM correctly, so if you are enabling the latter on your Virtualmin box that would be the correct remedy.
No. You are not required to manually add domains here that are already assigned to virtual servers and aliases that you have created in Virtualmin.
Yes and no: when you enabled DKIM under Virtualmin → Email settings → DomainKey Identified Mails, Virtualmin added the DKIM record to the DNS of each domain listed in the install of BIND running on your Virtualmin server. However @Saahib as you are manually managing on a third party DNS server the DNS records for the domain(s) served by Virtualmin, you must take the additional step of manually updating the third party DNS server with the DKIM record for each domain. Note that for those who use Virtualmin’s DNS server, which is the default option, this manual management of DKIM records is not necessary.
Using your example, in the third party DNS server that you use, create a subdomain 2020._domainkey and apply a text record
“v=DKIM1; k=rsa; t=s; p=MIIBIjANBgkqhkiG9w0BAQEFAAOCAQ8AMIIBCgKCAQEA6kTyzcwypZ5r/”
“1bmJ70e1jJ9ff1htYLtdnEn7Onwr93NXwoTuYP8wT+q7E/5yqVnV70ip+fM8OXLCsplBe4ndW33k5i5z”
“Bhdvx4BlYTSQTD0LkSCNKAIvx3N4xbRIgKd3n7bvsMAyLNdI9qEwq+IuoRu1XZe545AI0AXLyPYCEuI2”
“kohqYHMhfqVI/L87PS3X8L+3wlHU0PpsCFxbEPK4FKT7Wtbko8y4iIAZ+KhaR1y/Guz/nnxhLMGD9+j4”
“SGTXKce5CPcrq7Ib2iF0Ave3RhfcopZihUvnSeFCxchqI45RkwTDPuxafakYySIdPPG4X8n3YGll3loq”
“efFZwdzIwIDAQAB”
You could leave the quote characters be, since some third party DNS servers (such as AWS’ Route 53) require them while others (such as the excellent and free - sort of - DNS service by Rackspace) accepts the DKIM record, with quote characters or without, and internally reformat the long txt record to be RFC compliant.
If you apply the DKIM record to the DNS of the third party service correctly, as I have described above, your DKIM will pass and your email will get delivered to the inbox.