Yes, that's the correct setting for the MX record (and the A record) - it must point to the server that receives the mail. During the initial installation you're asked if you want to change the domain name, hitting enter will take the default of the FQDN of the server.
You can always confirm if the settings are correct by running the following commands (on the Zimbra server):
Code:
host `hostname` <-- backticks not single quotes
dig yourdomain.com mx
dig yourdomain.com any
cat /etc/hosts
cat /etc/resolve
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