Important Note 1 : In January of 2020, Mailgun removed the ability to receive replies from their free tier. Those who created MailGun accounts prior to the change should be grandfathered in as far as being able to receive mail, but if you created your Mailgun account after December of 2019, you'll need to upgrade to Mailgun's lowest paid plan in order to receive emails in HighLevel. Please watch our How To Set Up Replies With Mailgun video for more information.
Important Note 2: Even if you are outside of the USA, you still need to select US when creating your sending domain in order for Mailgun to work correctly.
Also, before beginning this video, please be signed into your Mailgun account and your Domain Registrar account so that you are ready to make updates to the DNS of your domain.