but I actually have no idea how to do that
Here's some example pages:
Importantly, these work the same as on Reddit, they're about the link destination, not where a post is made. So blocking lemmy.world actually blocks all posts linking to lemmy.world, not those made there. An exception is text posts, which for the purpose of this feature, are considered as linking to the instance they're made on.
These pages also don't exist if no such post has been federated yet, so maga.place doesn't seem to have a domain page yet.