By default, CloudProxy will only accept requests that go directly to the site(s) added on your dashboard, if you have other domains pointing to the same site (aliases) you just need to login to your Control Panel Dashboard and click on Settings -> General. On that page you will have this option:
Add the site and give it a few minutes for the progressions to go live.
It is best to point both A records of the domain alias (domain.com and www.domain.com) to the CloudProxy firewall IP address of the site it is redirecting to, so the redirect occurs properly.
NOTE: There is a limit of 5 aliases, if you need more than that, please open a support ticket with us.