Set Up a Subdomain Using Salesforce My Domain (Lightning Experience)

ABOUT

Salesforce My Domain lets admins create subdomains within the Salesforce domain. When you create a subdomain with My Domain, it's like having your own URL to your Salesforce org. With My Domain, you can customize and brand the login page with which your users log in to Salesforce. My Domain gives you the ability to redirect users to your single sign-on (SSO) server, or social authentication providers like Google or Facebook. You can provide single-sign on for all your apps with the SAML identity provider. My Domain lets you to work in multiple Salesforce orgs, create custom Lightning components, use Salesforce APIs to integrate your data, and use the Salesforce Optimizer.
Resources:
My Domain: https://help.salesforce.com/articleView?id=domain_name_overview.htm

Create an Auth Provider https://developer.salesforce.com/docs/atlas.en-us.externalidentityImplGuide.meta/externalidentityImplGuide/external_identity_create_auth_provider.htm

User Authentication Trailhead module, unit, Customize Your Login Process with My Domain: https://trailhead.salesforce.com/en/content/learn/modules/identity_login/identity_login_my_domain