Hi,
in case you still need it
1. If you are using Google App services for your email, select first option. OR
2. If you are hosting your email somewhere else, like on Godaddy or any other email provider, chose second option. In this case, you will need MX records from your email provider and add it to Business catalyst.
3. If you are not willing to use email for this domain, select last option.
Do let me know if you have any question.