I guess mailgun is essentially for SENDING emails. You would need a mail server capable of RECEIVING mail. But you would probably need another machine / VM / VPS than the one running Discourse (or it’s a little complicated). Your best option would be to get this from your registrar (where you bought your domain name). They should propose this service for not much. If you have troubles finding this at an affordable price, send me a private message, and I’ll give you a hand.