SPF
Add include:spf.messagingengine.com to your existing SPF record. Do not create a second record: two SPF records mean neither works, and that is the most common mistake in this whole area.
A complete record with Fastmail alone looks like v=spf1 include:spf.messagingengine.com ~all. If you use other sending tools, their includes go in the same record.
DKIM
Found in Settings, then Domains, then the domain.
Fastmail uses three CNAME records so it can rotate keys without your involvement. Publish all three. Publishing one or two is a common partial setup that appears to work.
Fastmail publishes keys under the selector fm1, fm2 and fm3, which is what an external check looks for.
DMARC
DMARC is the same regardless of provider, because it is your instruction rather than theirs. Start at v=DMARC1; p=none; rua=mailto:you@yourdomain.com, read the reports for a few weeks, authorise everything legitimate, and only then tighten. The DMARC guide covers the order in detail, and the order is what stops you blocking your own invoices.
Worth knowing with Fastmail
Fastmail's setup is among the cleanest available because the CNAME approach removes key rotation from your list entirely. If you are choosing a provider partly on how little maintenance it needs, this matters.
Check it afterwards
Publishing the records is not the same as them working. Verify from outside: whether SPF passes, whether a DKIM signature is actually present, and how many lookups your SPF now performs. The free mail check answers all three in plain language.