To change the e-mail (relay) server for your on-premise N-Central server, you need to log in to N-Central at the product or system level. By default, this account is the same as you use to log on to the central server setup (you connect to it on port 10000 of your N-Central server). Its username is usually email@example.com.
Once logged in, navigate to Administration > Mail Network Settings > SMTP Authentication.
Make changes on this page accordingly. If you don't use a relay server, N-Central will attempt to send e-mail using MX. Else, all e-mail will be forwarded to the relay server. You can also set up authentication if your relay server requires it.