Domains are used for automatically determine which audio should be played in the player.
You have an article with URL - https://example.com/articles/one
And your site also has a subdomains like m.example.com, www.example.com or maybe you have a stage server with domain stage-dev.example.com where you should test new features or new design.
And you need that this article appear on each of this domains,
In this case you should just add this subdomains in the Domains section of your project, and current article will be automatically determine by the following urls:
It allows you to install the player in your article templates once and not worry about player options (like the URL option).