Hi Nabin
To add any of your custom domain name to Microsoft Tenents, You have to verify some DNS name.
Here is the article that you can follow
https://learn.microsoft.com/en-us/entra/identity/users/domains-admin-takeover
Or you can watch this video as well:
https://www.bing.com/videos/riverview/relatedvideo?&q=add+a+custom+domain+to+office+365&&mid=8E33198D0FE35BCE6F3A8E33198D0FE35BCE6F3A&&FORM=VRDGAR
Please Accept the answer if it is useful