In Settings → Domains, choose Add Domain and enter the domain name you own. The domain is added in a pending state with the DNS records you need to configure.
Point your DNS
Open View DNS Records to see exactly what to add at your domain provider: a record pointing the domain at your store and a verification record proving you own it. Each row has a copy button. If your DNS provider doesn't support CNAME on a root domain, use an ALIAS or ANAME record instead.
Verify
Once the records are in place, select Verify. DNS changes can take time to propagate. If verification fails, wait and try again; the error identifies the record that did not match. When verification succeeds, the domain becomes active. Assign it to a storefront from that storefront's Domains tab, where it can also be chosen as the primary domain.