exchange dns configuration for dyndns

I'm trying to setup an exchange server using dyndns and having trouble figuring the right way to setup the dns settings. I'm using the same computer for dns, domain controller, and exchange server. What is the right way to configure the domain and server. Is it something.dyndns.com or do I have a separate domain.local? Do I need a reverse lookup zone? Sorry I'm new to mail servers, active directory and dns. I don't really even need to send/receive mail at the domain, just want the exchange connection.
Thanks for you help!