[Docs] Add url.domain to the Threat usage docs

[peasead]

• Have you signed the contributor license agreement? Yes
• Have you followed the contributor guidelines? Yes
• For proposing substantial changes or additions to the schema, have you reviewed the RFC process? NA
• If submitting code/script changes, have you verified all tests pass locally using make test? Yes
• If submitting schema/fields updates, have you generated new artifacts by running make and committed those changes? yes
• Is your pull request against main? Unless there is a good reason otherwise, we prefer pull requests against main and will backport as needed. NA
• Have you added an entry to the CHANGELOG.next.md? Yes