Setup others domain with Multi Domains plugin

Dear WPMU Dev Support,

A quick question regarding the Multi-domains plugin. If we go this route and let new users choose which domain they want,

Example:
mysite0.com (main site)
mysite1.com (second site)
mysite2.net (3rd site)

How is setup arrangements on 2nd and 3rd domain?. I mean:
1. Are we need wordpress install on 2nd and 3rd domain before we will add those domain in multi-domains setting?.
2. or just domain without any wp installation on it?
3. Are we need setup sub-main site then mapping to 2nd and 3rd domain, then add those domain in multi-domain setting?

Please advice ... thanks.