[rudra]

these two pages should clear your confusions..

https://yandex.com/support/connect/domains.html
https://yandex.com/support/connect/dns/mx.html#mx

it also seems I failed to show you how the whole system works...

are you using your own name servers to host the dns records for your domain / the ones from yandex / the ones from your domain registrar / another party?

check what you have entered at the domain registrar (they will be as ns records) to know that. then proceed there to configure the dns and mx....

edit. vestaCP is just a control panel. it is not the central hub or something... this is why people like HR prefer to do it manually when they can. please try to understand how the basic flow of activities runs in a system. then vestaCP will end up as more of a burden than a helpful tool. also you won't have to ask such simple questions. your own clear concept will show you what to look for and where to find it.

edit2.

here are links to "how to delegate your dns record to yandex nameservers".

https://yandex.com/support/domain/delegir.html
https://yandex.com/support/domain/domain/dns.html

if you are using these nameserver settings at your domain registrar, then you should use yandex domain settings or dns setting page (or whatever the fllk it is called) and enter mx records there (they usually create those entries automatically after verification if you delegate your domain to them).

i personally like to use cloudflare nameservers for dns record of my domains. so i add my mx records at cloudflare dns settings page.

if I had my own nameserver setup on my own vps and entered their details properly as ns records at the domain registrar dashboard, then I would be setting mx records at my own vps (directly editing through command line interface or using some vps control panel).