This answer is for any domain (as opposed to just Google Domain).
Please refer to the official documentation for this
When creating the bucket, provide the same that you configured as CNAME. You should see:
To create a bucket named example_cname.example.com you must verify that you're authorized to use that domain name. Follow the link in the 'Name your bucket' step for verification instructions.
You will also have to to confirm your domain.
Once you create the bucket, head over the the 'Overview' section to confirm the URI is correct. e.g. (gs://example_cname.example.com). Note the gs:// prefix.
Noteworthy: From official documentation over here
Note: You can use a CNAME redirect only with HTTP, not with HTTPS. To
serve your content through a custom domain over SSL, you can set up a
load balancer.
Noteworthy: If using a service account to configure (such as when using Anssible), the request may fail stating it isn't an owner of the domain. Add the service account email at Webmaster Tools. Other IAM setup isn't useful except get and create buckets permissions (e.g. DNS). Search Console setup of the domain doesn't work either.