If your domain was previously connected to a Microsoft server, you may encounter issues setting up the account using Automatic setup if you now use your own server.
There is a workaround to specify your autodiscover settings in your system registry.

Windows
Open Start menu and type in REGEDIT
Navigate to path Computer\HKEY_CURRENT_USER\Software\eM Client\Autodiscover (if the key Autodiscover is missing, add it)

Add new STRING named after your domain, for example testing-domain.com
Into the string, fill in your URL address leading to your preferred autodiscover, ex. http://testing-domain.com/autodiscover/autodiscover.xml 

Restart eM Client and try the automatic setup again, eM Client should use the specified autodiscover from the registry for your domain.

macOS
Open the Terminal and run this command:
plutil -insert Autodiscover -dictionary ~/Library/Preferences/com.emclient.mail.client.plist
The second command is
plutil -insert 'Autodiscover.testing-domain\.com' -string 'http://testing-domain.com/autodiscover/autodiscover.xml' ~/Library/Preferences/com.emclient.mail.client.plist
You need to replace the testing-domain in both places with your domain, but keep the special symbols in.

Restart eM Client and try the automatic setup again, eM Client should use the specified autodiscover from the registry for your domain.

If you need to remove the registry item:
Windows: go back to Computer\HKEY_CURRENT_USER\Software\eM Client\Autodiscover and remove the string

macOS: open Terminal and run the command plutil -remove Autodiscover ~/Library/Preferences/com.emclient.mail.client.plist