To permit specific applications and devices to relay to external recipients we need to configure a new receive connector.
In the Exchange Admin Center navigate to Mail Flow -> Receive Connectors.
Select the server that you wish to create the receive connector on. Remember, the server should be either a multi-role server or a Client Access server. Click the + icon to create a new receive connector.

Give the new connector a name. Exchange names the various default connectors using a standard of “Purpose SERVER NAME”, for example “Client Front-end Relay DCCServer”.

Microsoft Exchange Server 2016 brings a new set of technologies, features, and services to Exchange Server. Its goal is to support people and organizations as their work habits evolve from a communication focus to a collaboration focus. At the same time, Exchange 2016 helps lower the total cost of ownership whether you deploy Exchange 2016 on-premises or provision your mailboxes in the cloud.