Sending domain is used to verify the sender whose email address appearing in the FROM header of an email.

Add your own verified sending domains to send emails on your or your organization's behalf.

Click "+ New sending domain" and follow instructions to verify your domain. 

For sending marketing emails, it is required that you verify your identities (the domains or email addresses that you send email from) to confirm that you own them, and to prevent unauthorized use. 

Do this on the "Email addresses" tab.