I haven't done this myself, but based on the little that I've read about this topic, the main components are an MTA, to implement SMTP, and an MDA, for getting your mail locally (through IMAP or POP3). Also DKIM and spam filtering, and perhaps virus filtering and webmail.

There's a good guide here: http://arstechnica.com/information-technology/2014/02/how-to-run-your-own-e-mail-server-with-your-own-domain-part-1/

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