In Exchange, whether it is Exchange 2019 or 2013 or 2016 or 2010, you need a send connector to be able to route email to the internet etc.
You can create a send connector using the Exchange Admin Center (EAC) but what fun would that be when you can use PowerShell.
Here is a quick tip how to create a send connector using DNS with a source space of * using PowerShell:
- New-SendConnector -Name “Internet Mail” -AddressSpaces * -Internet -SourceTransportServers Exchange-2019
If you launch the EAC, you can see the above send connector that was created:
Hope it helps.