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My Domain Is Required to Use Lightning Components in Your Salesforce Org
You must deploy My Domain in your org if you want to use Lightning components in
Lightning tabs, Lightning pages, as standalone apps, as actions and action overrides, as custom
Lightning page templates, or elsewhere in your org.
When My Domain isn’t deployed in your org, user interface controls related to Lightning components may be hidden or inactive. Lightning components added to pages, tabs, and so on, don’t run and may be omitted, or display a placeholder error message.