Exchange Online - Need to forward emails from devices to specific people

Issue:

Need to forward emails from devices to specific people for e.g scanned documents.

Previously user was forwarding messages using On-Premises Exchange server.
Explanation:
Printer, Devices, Application > Premises Exchange > Local mail box or internet

Need to setup:
Printer, Devices, Application > Exchange Online > Local mail box or internet

Solution:

https://docs.microsoft.com/en-us/exchange/mail-flow-best-practices/how-to-set-up-a-multifunction-device-or-application-to-send-email-using-office-3

if you want to send email internally and dont want to send externally from the device then you can use the 2nd option which is the "Direct send". In this you don't need to create any connector just you have to create a new MX record and update SPF record. 

https://docs.microsoft.com/en-us/exchange/mail-flow-best-practices/how-to-set-up-a-multifunction-device-or-application-to-send-email-using-office-3#option-2-send-mail-directly-from-your-printer-or-application-to-office-365-direct-send