Hi @ankit5
Welcome to the Auth0 Community!
After you have configured a custom domain on your tenant ( more details on this doc ), the only changes that you would want to make in order to use the custom domain is change it within your applications as well, in order for them to use it instead of your canonical, Auth0 domain. This has been mentioned on our doc right here as well.
Another resource that covers some common questions that I recommend looking through is this Knowledge Article, albeit it is a little old.
Let me know if you have other questions.
Have a great one!
Gerald