You have to create your own website. Even if that page is blank.
I can tell you that I don’t remember anything before the verify step, because I was using two GPTs at the time, one of which provided the domain name. Most of the time you have to buy a domain and then you have to find a host. Both are paid unless you have access to a source where you can get it for free. At this point out of several options I went to godaddy to buy a domain. You can host it on github and it’s free.
As for the verification step, I had a problem for more than 2 days. Finally, I found a method from this community. Reinstall by cutting out the www and you’re done.