You will need to set up a sending domain (by adding DNS records) and verify any email addresses you want to send from, within SES. Bounce server is not necessary since that's all being handled automatically by SES. There's a great guide by Michael Wilding.
What I had to do in addition is to open up the AWS IP addresses with my server's firewall, so the bounce notifications could be sent back. But that depends on your existing firewall settings.