As long as the boundary has been created, you just right click and select "Model exterior as HFSS-IE domain", and it only works in HFSS (not in HFSS-IE). You don't have to set it lambda/10 away, but what i understand that is the minimum distance.
When I first started using HFSS I used IE only because I was limited in computer resources. There are some situations where you can drag all HFSS objects into an HFSS-IE project, but that isn't always the case. For example not all the same port types exist in both models (among other things), like there is no wave port in IE. You might like to know that if you would like to control the excitation of the ports then you can only control the total value on the line (like the total voltage), but in HFSS you can control both the incident amount or the total amount on the line, you can get around this limitation by writing an algorithm that uses the s parameters of your ports to determine what are the necessary total excitation values on the ports to achieve a certain incident value, but this can be trouble some. Additionally HFSS-IE is similar to HFSS-terminal in some ways in that the ports are excited with voltages, unlike in HFSS-modal where the ports are specified as powers. If you are trying to compare the "accuracy" between HFSS-IE and HFSS you can't just compare the delta s, since they solve the models completely different. In this instance I suggest observe the quantity you are focused on as a function of the pass number.
The way data link works is if you have a HFSS-IE project whose fields are already solved and you would like to have that same object in an HFSS model you can just import it into the HFSS model. There is a datalink example out there that solves a horns antenna pattern in IE and then imports it into a HFSS model that has a parabolic reflector (so as to have a parabolic antenna with a horn feed).