After custom domain is added to the stape sGTM container, you need to add DNS records to make it work. There might be two scenarios:

1. Do not use CDN. You will need to add only an A record for the custom domain.

2. Enable CDN. You will need to add A and CNAME records. 

DNS records depend on several factors. To find correct DNS records for your custom domain, open sGTM container settings and scroll down to Domains. Below is an example of the sGTM container with enabled CDN. The screenshot shows that two records need to be added. 

Log in to your DNS service provider and add specified records. It might take up to 72 hours to verify the domain, but in most cases, it's verified within 4 hours. 

If there has been a decent amount of time since you've added records and the domain is still not verified, open this site and check that you've added DNS settings correctly. To verify the A record, add your custom domain and press A. To verify the CNAME record, add the host and press CNAME. 

If you see that any record is missing or incorrect, then go back to your DNS provided and verify your settings. If records are correct, then you might need to wait longer till the domain status change to be verified, alternatively contact support.