I have a client who wants to use his own local exchange as the mailserver.

Is it just a mater of going into helm's DNS Zone Editor in the specific account and editing the A and MX record for Mail? or is there a bit more to it.

Ive tried to find info and come up with nothing

Yep, MX and A record move to their server. That's why you can't find anything about setting it up. I'm surprised a hosting company doesn't know that.

well given that we are not Helm hosts and dont normally use helm or windows, no it doesnt surprise me that i didnt know that.

Of course i am well aware on how to edit an A and MX record, just was not sure if anythign else had to be done.

for example in cpanel you need to edit the localdomains and remote domains file...

with Helm's bizarre setup i just wanted to make sure there was nothing else