Not using the DNS from the DA server for a user domain

I have a user and I added a domain for it, but this domain's DNS server is external. Where do I set that?

Regards,
Antoine

Where do I set that?

Normally you don't need to set that if you mean his nameserver is external. The customer has set this with his registrar if all is correct.
If you want's to use your nameserver (so your DNS) he has to change nameservers at his registrar.

However, some things he needs to copy to his registrar, like (if present) SPF, DKIM and DMARC records.
And other required records needed to visit his domain, like the www, ftp, mail, smtp and stuch. So in fact he has to copy all DA records to his external DNS.

There is a LEGO function for this to work automatically, but some login info might be required and some configuration too.