Hyde here from Shopify.
In order to better help you, I'm going to need to know whether you're transferring a domain into Shopify from a third-party provider or simply connecting a domain that is being hosted elsewhere. When you've finished doing either, it does usually take 48hours for the domain to fully propagate, so you might simply need to be patient till it has finished doing so.
Alternatively, you'll need to check that all your DNS records on your third-party domain are set to point to Shopify.
I look forward to hearing from you!
All the best, Hyde.