DKIM (Domain Keys Identified Mail) is an email authentication technique that allows the receiver to check that an email was indeed sent and authorized by the owner of that domain.
In a non-techie language, it's done by giving the email a secure encrypted digital signature.
The receiver (or receiving system: Gmail, Yahoo, Outlook, etc.) determines that an email is signed with a valid DKIM signature when your email is delivered.
The DKIM signatures are not visible to end-users, the validation is done on a server level. Which means your subscribers won't see the digital signature.
Implementing the DKIM standard will improve email deliverability and prevent your emails from landing in the spam folder.
If you use DKIM record together with SPF you can also protect your domain against spammy emails sent on behalf of your domains.
To set up DKIM for your sending domains, follow this guide to setup your SPF setting.
In practice, these goals are achieved more effectively if you use the DKIM record together with SPF.
Together they provide synergy and the best result for email security and deliverability.