Custom domains can be added easily directly on the link creation page.
Add to 404 error page of your site
To configure a custom domain, use the following HTML script tag on the 404 error page of the domain. If you don't have a website attached to the domain, Netlify is a good place to deploy and add the HTML file with the below script.
If using Netlify, be sure your uploaded file name is 404.html. Otherwise, it wont work.
Once you added the script, you should be good to go.