Office 365 Domain setting, which you want to use

 Firstly, move admin page

Domain>add domain

 You can write domain you have

 Microsoft will check your own domain via TXT

In DNS that serve your domain, you have to insert TXT including TXT value.

 A couple of minutes, Office 365's website'll verify your domain successfully.

 Update user

 Finally, You can login office 365's website using your domain.

After login, you can add other DNS records for using Skype for Business and eMail.

You have to put DNS records in your DNS that serve you domain.

Until verifying correctly, wait and check DNS records.

Check your DNS records through Nslookup commander in CMD.

Finish

I am native Korean not English :)