How to avoid being as spam when building a mail server on Azure

I installed a hMailServer for my mail server on Azure. I used it in my application to send emails.  Some mail server like hotmail, gmail received them as spam. How can I avoid it?

I searched on internet. An possible solution is to use DKIM signing. But how can I put the DKIM file onto DNS server? Should I build my DNS on Azure?

Thank you in advance.