Hi David. You may have a few options here. Kentico out of the box supports multiple SMTP servers. This doesn't give you control over how the emails are sent, but rather the ability to spread them across multiple servers (if you have EMS).
I think more likely you want to know about how to override the newsletter email process in general. This will require a little bit of custom code. First, you will want to set up a custom Email Provider to handle the interaction with MailChimp (or any other 3rd party service). What you are doing is intercepting the "SendEmailInternal" functionality and executing your own code instead.
Once you have this in place, you can use a Global Event Handler to capture the actual functionality of the newsletter, if you need to take your custom code further. Not every function is overridable so you may have to check out the options to see what part you need to use.
If you want to manage the actual campaigns(and their tracking within Kentico), the API will be your friend. You can pretty program any Online Marketing activity within Kentico with it. You can check out an example here to get you started.
Hope this helps!
Kentico Technical Evangelist