It's good to know how DNS works since it's how the internet, as we know it, works. We had an interesting question involving DNS usage just weeks after I joined, the user thenasked about a DNS tutorial when everything got working how he wanted it. Hope it helps.
Users don't have access to WHM, that's WebHost Manager, which is the administrative side of cPanel. Webmail would redirect to a cPanel-based email login page, but in your case mail is being handled by Microsoft's hotmail/outlook servers.