Manuel,
DKIM can be tedious to setup initially if you have a lot of domains, but it is fairly easy to implement with SmarterMail, assuming you have access to DNS for all of your domains. Although it was once entirely optional, it is becoming more and more mandatory to ensure that email is delivered successfully.
It's not unusual to have some email not be signed with DKIM. In such a case where some emails come from an external provider (such as QuickBooks, Constant Contact, MailChimp, etc.) or from a web-server that doesn't deliver through your SmarterMail server, you would align your DNS keys as follows:
_domainKey IN TXT "o=~;" (this means some of the messages from this domain are signed, but not all)
_adsp._domainKey IN TXT "dkim=unknown;" (this means that not all messages from this domain are signed)
These would be in addition to your selectorname._domainKey TXT Record that has the actual public key for that domain that you generated within SmarterMail.