How do I create SRV records (e.g. for Lync)?
This is an advanced DNS change, you can access these via "Show advanced settings" in the DNS control panel.
Microsoft specific notes
Microsoft specifies Service and Protocol in their manuals, e.g. for Lync Online.
In SRV records, these are a part of the host name. For example, if Service is _sip and Protocol is _tls, the host name should be _sip._tls as demonstrated above.
This is an example of what a complete setup for Office 365 may look like: