Heroku provides detailed docs on how to setup custom domains for your apps.
In a nutshell, you'll want to setup a www subdomain, redirect your naked domain to the www subdomain (mydomain.com -> www.mydomain.com), add a CNAME to the www subdomain pointing at your app (www.mydomain.com -> myapp.heroku.com), and add the www subdomain to the Heroku app (heroku domains:add www.mydomain.com).
There are other ways to set up a custom domain on a Heroku app, which the docs go into detail about. But the above is the most common.
