Manage Domain that was purchased on AZURE

I purchased a domain on Azure a while ago and now I would like to Manage the MX Records so I can receive emails using that domain. 

I can see the Domain on Azure Portal, but I can't manage the domain, set MX records or A/CNAME records.

I tried creating a DNS Zone on Azure portal to manage MX records, but that also requires you to "Delegate a domain to Azure DNS" "https://docs.microsoft.com/en-us/azure/dns/dns-domain-delegation" , which I cannot do as I cannot manage the domain.

Please Help.