You can find Azure Active Directory domain in three easy steps.
First, login into Azure Management Portal at https://manage.windowsazure.com.
Next you need to find the Active Directory Icon in the left manu bar.
When you click on the icon you will be shown a list of all Azure Active Directories your user account is associated with.
Click on one of the Azure Active Directories that you want to use.
Click on "Domains" tab.
Each Azure Active Directory comes with a default domain name in the format "domainname.onmicrosoft.com". You can use that.
You can also associate a custom domain (e.g. mydomainname.com) with an Azure Active Directory. If a custom domain is associated with an Azure Active Directory, domains tab will show that along with default domain. You can use either one of them.