DKIM is an email authentication method, using digital signature attached to the header of email. In a nutshell, when DKIM is published in the DNS records of a domain, it will display a public key that recipient servers can match with the encrypted key in the signature.
It allows:
DKIM, along with DMARC and SPF have been created to prevent spoofed emails, spam, or other any malicious emails; by verifying email authenticity to improve online safety.
As for any email security protocols, having a DKIM properly set improves the deliverability of emails sent from this domain.