Unable to setup bulk emails in marketing

Hi Team , 

We were trying to set up the bulk email option in the marketing . Whenever we were trying to send the mail it was throwing up the error like below. We have tried putting up the domain name too . However it is not capturing the DKIM settings. should we touch base with our domain providers for making it active or is there any other way for it ? Thanks in advance.

Regrads,

Gokul