At the Office 365 support website, there is an article about setting up DNS records for your domain name in connection with Office 365.
See https://support.office.com/en-us/article/Create-DNS-records-at-any-DNS-hosting-provider-for-Office-365-7b7b075d-79f9-4e37-8a9e-fb60c1d95166
The section about SRV-records (for Lync) can be a bit confusing because of the way and order in which the data fields are listed.
In Simple DNS Plus, adding these records would look like this:
And back in the record list:
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