To add your domain to Lynx, click the Lynx menu at left, then Domains, then click the Add Custom Domain button:
Add your desired subdomain or domain (in this example we're using go.mydomain.com).
Then configure your DNS with the instructions provided via the cname or a record selection.
Then click Validate.
Depending on your domain provider and/or DNS provider, time to verification can take minutes to hours. If your domain is not validated immediately, set your DNS settings and come back to add the domain later.