MX records use this server among users mailing to each other

So let's say this is my situation:
2 users (userA and userB) in DirectAdmin.
userA uses exteal mail in form of hosted Exchange (hosted elsewhere)
userB uses mail in DirectAdmin.

Question:
How does option under MX Records ‘Use this server to handle my emails. If not, change the MX record and uncheck this option’ work exactly?

userA has this option tued off, because he uses Exchange. userB has the option tued ON. When you set a forwarder for [email protected] to [email protected], does it then get delivered to Exchange?