Hi @admin76,
Welcome to the Auth0 Community!
That is correct. You will need to have a custom domain to modify the prompts on the New Universal Login.
And if you are using the Classic Universal Login, you can refer to this knowledge solution below:
https://community.auth0.com/t/how-to-configure-additional-signup-fields-on-the-universal-login-page/82448
Let me know if you have any questions.
Thanks,
Rueben