There are two ways you can do this.

1. select the object and open the shader editor. On the right side of the screen you'll see a bunch of shader "slots" for the various domains. Simply create a shader with the characteristics that you want and load it into one of the slots. This way the object "subscribes" to shaders and leaves you free to also use those shaders on other objects with domains.

2. The other way is select the object, open the shader editor and then convert the shader from Mutichannel to Layer List. You can keep adding shader branches by clicking on the plus sign in the left colomn and then assigning domains and an  shaders at will. This is a faster way to construct a shader for a single object but prevents you from using the shader branches on other objects. That's where the first method is strongest.