@Madchatthew Typically, you’d want A, CNAME (for WWW), MX, etc. You don’t need to place these anywhere in Hetzner - the only place would be the reverse DNS lookup for the machine itself but that’s not going to stop anything else from working (rather related to MX records if a reverse lookup is attempted).
Essentially, you need to login to the DNS console of who provides your domain name, and modify the DNS entries there. For example, if Hetzner have given you an ip address of 184.108.40.206, then you’d use this for the A record, and then a CNAME of WWW that points to the A record.
In most cases, setting a low TTL (Time To Live) will mean quicker population. You can also use the link below to determine the population status once you’ve made the changes