What is it
If you want your exchange users to have a personal domain such as skiba.co.uk then you need to register the Domain within o365, the domain can be hosted with any provider AWS, Google, M247, ++++
Steps
Open the o365 adamin console and expand the setting section, Click Domains
Select ‘Add Domain’, Click Next
Select to add a txt record to the domain DNS record
Now we need to verify our domain via adding record to the hosted zone
Enter the details to the DNS hosting provider, see below for ehosting
Now within the o365 page click verify
Once verified you need to add the DNS records to push traffic to o365, select setup my online service for me and click next
The next page will show the values you need to add to the domain records.
Similar to how you added txt for the domain verification add the o365 recommended records to the DNS Zone
Now test your emails