Before You Begin

1. Create a Developer Edition organization
2. Define a Custom Salesforce Domain Name

Create a Developer Edition Organization

You only need to create a Developer Edition org if you don’t already have one.

1. In your browser, go to https://developer.salesforce.com/signup
2. Fill in the fields about you and your company.
3. In the Email field, make sure to use a public address you can easily check from a Web browser.
4. Type a unique Username. Note that this field is also in the form of an email address, but it does not have to be the same as your email address, and in fact, it’s usually better if they aren’t the same. Your username is your login and your identity on developer.salesforce.com, so you’re often better served by choosing a username such amit.sfdc@salesforce.com.
5. Select the checkbox for the Master Subscription Agreement and then click Submit Registration.
6. In a moment you’ll receive an email with a login link. Click the link and change your password.

Note: – If ask for Security Question then write down is somewhere else so that you can easily use in future.

Define a Custom Salesforce Domain Name

A custom domain name helps you enhance access security and better manage login and authentication for your organization. If your custom domain is sfdcpanther, then your login URL would be https://sfdcpanther.lightning.force.com. For more information, see My Domain in the Salesforce Help.

Please select a domain which defines your business because once it created cannot be changed. You will need to raise a case with Salesforce Support to change the same.

Go to Setup -> Company Setting -> My Domain -> 

1. Enter the subdomain name you want to use
2. Click Check Availability. If your name is already taken, choose a different one.
3. Click Register Domain.
4. You receive an email when your domain name is ready for testing. It can take a few minutes.

Test your domain.

1. In the Salesforce email, click the link to log in to your new subdomain. Or you can return to My Domain from Setup: Enter My Domain in the Quick Find box, then select My Domain. Now you’re at Step 3 of the wizard.
2. If ask for Login then Login with your Username and Password.

Deploy your domain.

1. From Setup, enter My Domain in the Quick Find box, then select My Domain.
2. Click Deploy to Users.

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Resource

Salesforce Document

Note: – You will not be able to run/execute the lightning component if My Domain is not enabled and deployed to all users in your Org and it must be unique for every Org.