By default, the Intranet address will be either the name or the IP address of your web server, like http://SERVERNAME/intranet.
You can do this together with the network team of your organization. This is not set up within the Intranet Connections product.
Let's say that you want to make the site address to be http://dundermifflin/intranet, you need to add the "dundermifflin" host to the DNS server in your domain, pointed to the IP of the web server. Ask your network admin or DNS admin for help.
Once you are able to navigate to the Intranet using the new address, then you should update the links within the Intranet to match this address.
Follow this link to update the locations