My Domain is a Salesforce feature that lets you highlight your brand, makes your org more secure, and allows you to add lightning components to your lightning pages. My Domain must be configured before you can leverage Resource Hero lightning components.
The easiest way to see if you have this feature enabled is to log into Salesforce and look at the address bar. If you see something like https://yourcompany.my.salesforce.com, then you are all set and can skip to the next step. However, if you see something like https://na31.salesforce.com, you do not currently have My Domain enabled and need to take a few extra steps first.