You’re required to verify your custom domain in the Microsoft Online Services Administration Center. The process for domain verification includes adding a CNAME record to your domain's DNS record. But navigating domain registrar Web sites can be confusing. To make verifying your domain easier, we've tracked down instructions specific to some of the more popular domain registrars. The general process for domain verification is: 1. Gather information about your domain; 2. Create an alias, or CNAME record, at your domain registrar; 3. Confirm the verification. Steps 1 and 3 are performed within the Administration Center. Step 2 varies for each registrar. See Verify a Domain from Any Registrar for instructions for more domain registrars.
Source:→ MOS Blog