Hosting Email for domain on other hosting

I have a website (e.g: mydomain.com) hosted on squarespace.com and I want to setup email account on another dedicated server running Parallels Plesk CPanel. I have requested access to DNS of the website domain name.

How can I have the subdomain (e.g: webmail.mydomain.com) linked to dedicated server and have the email account like [email protected] working?