I'm running 8.0.3 on a fresh Ubuntu 12.04 LTS install. I would like to enable opendkim for Zimbra and have found the wiki.

I'm curious if the example.com that is used within the wiki is for each and every domain that is on the Zimbra server? Or, is example.com the domain for the mail server.

For example:
Zimbra Server: email-server.com
User domain: mydomain.com
Another User: anotherdomain.com
Yet another one: thethirddomain.com

Do I have to configure opendkim (example.com in the wiki) for each domain: mydomain.com, anotherdomain.com, thethirddomain.com
Do I configure it once with email-server.com

Also, where do I put the SPF record?

Server 1: shared webhosting server
The DNS for this server is what handles most of a domain's dns requests. The MX records on this server point to email-server.com. Do I create an SPF record for each domain on this shared webhost that will be using Zimbra, or do I just do it on the email/Zimbra server?

Email server: This domain handles all the incoming and out going emails. So I would think this is where I put the SPF records.