Go to Project Settings > Domain. Put the name of the domain in the field Custom Domain. For instance, mysite.com
Next you will have to go to the domain settings on the site where you have registered the domain itself.
There, you need to add a type A record for a domain or a record like CNAME for a sub-domain. You don’t have to change NS records for your domain.
If you run into any issues, try reading instructions at the domain name registrar or talk to their support service.
For a domain
E.g. mysite.com
1. Go to the control panel of your domain
2. In the settings, find something like ‘Add a record to DNS’
3. Add a type A record with the IP address 185.203.72.17
For a subdomain
E.g. sub.mysite.com
Add a A record with the IP address 185.203.72.17