I would like to change the hosting of the domain to another company,

The domain name and the email address would remain the same.

What steps do I have to take to make this work.

Do I have to change DNS records on Outlook - if so how? Do I have to change the MX records on the new host? If so, how do I find the information I need. I tried domains.live.com but that does not seem to address my questions.

Thanks for any help.