If you have an SMTP server for your domain, you can use that. If not, services like Mailgun will work. You may want to update all your email templates under Settings > Company > Emails so that they are addresses @yourdomain.com whatever that is, rather than a subdomain. Blesta auto detects on install based on your domain, if it's a sub-domain then usually it must be updated.
For importing emails into tickets, most use IMAP as the option for email handling. Piping will only work if your MX record goes to the same server you are running Blesta on and can create a forwarder to pipe email to an application (Blesta). IMAP and POP can check external mail servers and import mail from there.