If you mean set up Active Directory, this is specifically prohibited in the EULA, will result in alerts in the dashboard, and will eventually (a week, I think) result in your server rebooting automatically every hour.
If all you want is a vanity URL, you can get a homeserver.com subdomain for free. Or you can buy something else through an approved provider using the server dashboard application and following directions.
I'm not on the WHS team, I just post a lot. :)