For whatever reason neither you or Zoho has any clear information on how to configure DNS settings and MX settings for Zoho mail. My sight is hosted by WordPress and they dont provide email, which leaves me with Zoho. After spending hours on this I am reaching the point where I think its just easier to change hosts to one that Zoho supports.
For email settings, it is mainly to set MX records. Once you get the MX record from your hosting provider, you could set that up under the "Email forwarding" tab provided you only plan to set MX record with us. But yes, to set email together with website with one name server provider will be a more convenient way to manage the configurations.
We apologize for the delay of response and hopefully this will help a little bit.
Configuring Zoho Mail in DNS Settings