Your MX records can be easily managed with the help of the Zone Editor section, which can be found in your control panel. Open your cPanel and find Domains → Zone Editor:
In order to create an MX record, you just need to click on the button + MX RECORD:
Choose Priority value and Destination (destination has to be your domain name):
Zone Editor section provides you with these buttons for already created MX records:
Button to edit your MX records
Button to delete your MX records completely
Note: Any DNS Record changes trigger propagation, which can last up to 24 hours to fully propagate.