Short answer
HubSpot's KB: if your inbox isn't on Office 365 or Google, or it's a Google Group, alias or shared mailbox, use a HubSpot hosted email and forward to it. The confirmation code arrives in the conversations inbox. Security checks may filter some incoming mail.
1. In HubSpot
The relevant screen in my demo portal.

2. Worth knowing
Check that replies go out from the address customers expect.
3. Related
Inbox channels and aliases.