I cannot find where can I put the DKIM in the exacttarget portal.
There is no admin option to manage that. Exacttarget is doing that for you when you have the Sender Authentication Package. If you are using a domain not controlled by Exacttarget you should contact support how the application is working together with it.
Here's some documentation on the topic:https://help.marketingcloud.com/en/documentation/exacttarget/content/sender_authentication_package/maintaining_your_own_dns_records_for_your_sending_domain/