Domain mapping end users domain set-up?

I've set-up domain mapping on my multisite. If a user buys a domain name from say namecheap, what do they have to do on their end to configure? Do they keep it on namecheap's name servers and add an a-record? Do I have to add each mapped domain into my Cpanel?

I don't have name servers set-up for the multisite's main domain, just wondering where they should point it?