You would need to install from System->Site Features->Applications as you have all applications now you are on cloud 🙂
With regard sendgrid, you can set up sendgrid in System>Site Features->Integrations, but that is not incoming emails. Thats outgoing. With incoming email, you would need to speak to email providers on that. The only incoming emails on your site itself are those which go into the support. If you are referring to general emails, we do not provide an email service for your domain.
Most people, if wanting email related to their domain, will set up an external service (office 365 tends to be a popular one) and then send us the domain entries that are required for their email. We can of course set up any domain entries required on your domain