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The first thing you’ll want to do is add your custom domain name to the Domains list in the Hosting section of your site in your Hub.

Add a new domain to a WPMU DEV hosted site

The tool there provides you with an option to also add the www version of your domain if you wish. While www is no longer needed to access sites on the web, some users continue to use it. If you don’t add the www version of a site, those users won’t be able to load your site if they enter the www version in their browser.

And no worries, if you include the www version but don’t want it in the site address, just make the non-www version the Primary Domain in the last step below. Anyone who then enters your domain name in their browser with the www will be instantly redirected to the non-www address.