I want to know if Exchange Server 2010 could use our existing mailbox (internet smtps server hosted in third party domain) and How to configure this option in our Exchange from clean install?
Can you phrase this in a more specific way. What do you mean by "point to"? Can you speak about this in terms of how you want messages to flow?
I think you're asking "Can our Exchange 2010 server send outgoing messages to our third-party SMTP provider on the Internet?"
Assuming that's what you're asking then it can. You'll need to create a Send Connector that refers to your third-party SMTP provider as a Smart Host. If they require authentication then you'll need to specify that in the properties for the Send Connector as well.
Microsoft has some documentation that describes the process of creating a Send Connector for Internet email delivery to a smart host that should give you step-by-step directions for what you're trying to do.