williammabotja_44505 one thing I should note… it is not .domainkey but .domainkey.
The underscore needs to be in there.
So if you had a custom of mygreatwebsite as the custom DKIM key you would use mygreatwebsite.domainkey.
But the default is dkim._domainkey.
Once you have created your DKIM key name, you should be able to see what you need to use when you edit your domain setup in the ACP on the last entry for the domain settings.

Generally you do not need to put the full domain name in your DNS control panel. But that depends on what DNS provider you are using and the software they use to allow you to create DNS entries. I use CloudFlare and all it needs is the dkim.domainkey in the entry field as it appends the domain name automatically.
If you are using a sub-domain you may need to use the sub-domain also… as an example dkim.domainkey.mail if your subdomain is mail.