To add a custom domain to your site, first find the the site in your sites list, then select "Domains" from the dropdown list.
Next, specify the apex domain that you wish to add. An apex domain is a top level domain like yoursite.com, or myawesomeshades.com. Mavenseed doesn't support custom subdomains like docs.mysite.com. That would be like, inception.
After you specify the domain to add, and after saving, you should see some instructions for what DNS records to add. If you don't see the instructions, try refreshing the page again.
Here's an example of what you'll see after adding your custom domain.