What does the mailbox status "Forwarding required" mean?

It means the mailbox was added using DNS records but email forwarding has not been verified yet, so incoming mail is not reaching Deskhero. Click the "Setup forwarding" button on that mailbox row, forward incoming email from your address to the Deskhero forwarding address shown, then click "Verify mailbox" so Deskhero can send a test message and confirm the forwarding works.