Like most things in technology, the answer here is "It Depends."
ForwardMX can only forward emails to other email addresses, or receive email in a full Mailbox hosted on ForwardMX.
However, this should be enough for most scenarios of using ForwardMX to as a mail relay server.
Method 1 - Forward to @internal.yourdomain Addresses
So, to use ForwardMX as a mail relay server to receive emails for your domain and then forward them to your mail server, you'll need your internal/destination mail server on a different subdomain, eg internal.supportexample.com Then, configure each email address that you wish to use in ForwardMX to forward to the @internal.supportexample.com address.
Method 2 - POP3 Retrieval from ForwardMX
The other way that you can configure this is by creating a Mailbox on ForwardMX as the catch-all destination, and then using the POP3 polling method from your local mail server.
To configure this on Postfix or Exim, use fetchmail and have it retrieve the emails from your Mailbox on ForwardMX, and assign them to your local users. Microsoft Exchange also has a similar feature called POP3 Connector.
Outbound Emails - Using our SMTP as a Mail Relay Server
Postfix, Exim and Microsoft Exchange all support relaying outbound emails through an external SMTP server. Postfix refers to this as a "relayhost", Exim calls it a "smart host" and Microsoft Exchange refers to it as a "Send Connector."
You can find the SMTP mail server details and the required username/password credentials inside your ForwardMX account, and you can use our server as a mail relay server for your domain.
We don't offer support on configuring your local mail server, but you should be able to find relevant docs on the project websites for your chosen mail server.