I have a domain(ex. mydomain.com) hosted on a shared windows server, I also have a dedicated Linux server with a different company.
What I would like to do is have the mail be handled by the Dedicated Linux Server(cPanel/WHM), while the site is running on the shared windows server.
I understand I would need to change the MX Records for the domain on the Windows Server to point to the dedicated server's mail server IP Address (mail.SERVER IP ADDRESS.com ?), but do I also have to create an account on the linux server to handle the mail (example forwarders/auto responders).
If that is the case, how do I tell it to take care of all the mail coming for the domain mydomain.com?
On your linux machine, go ahead and create a full cPanel account for your domain. Once that's done, configure all of your mailboxes as you'd like. Then in DNS create an A record for 'mail.domain.com' to point to the IP of your cPanel machine and then set the MX record to mail. .
After that, you should be good to go.
This will deliver all mail to your linux machine, and your mail clients will have to check their mail on this machine as well. So make sure everyones using 'mail.domain.com' for the mailservers in their mail clients.