That functionality is open to the premium and elite users only.
In order to connect your domain name, you need in the first place to have a domain registered at a registrar like OVH, InternetBS, Gandi, Namebright, Google domain ...
Log in to your registrar or host/CDN where your DNS points to.
Go to your DNS zone editor.
Add a new record
Type = CNAME
Name = your desired subdomain (eg: "landing" ⇒ landing.mydomain.com)
Target = customers.frog.tech. (don't forget the dot at the end !)
TTL = leave as default
To configure the domain, go to settings / domains
Please note you can only connect a subdomain of your domain and not the root domain.
You'll be able to configure new subdomain of your domain on your registrar page.
Then, click "Connect a custom domain" button, enter your domain, and "Add this domain"