To configure a firewall rule based on the domain name of a specific application, the administrator needs to use the Profile field in a distributed firewall rule. The Profile field allows the administrator to select a context profile that contains one or more attributes for filtering traffic. One of the attributes that can be used is Domain (FQDN) Name, which specifies the fully qualified domain name of the application. For example, if the administrator wants to filter traffic to *.office365.com, they can create a context profile with the Domain (FQDN) Name attribute set to *.office365.com and use it in the Profile field of the firewall rule.

References:

Filtering Specific Domains (FQDN/URLs)

FQDN Filtering