A bit more things to add, from the doc Robert provide
Adding an organization assets library will enable a content delivery
network (CDN) for your organization to provide fast and reliable
performance for shared assets. You'll be prompted to enable CDN for
each organization asset library you add. Vanity domains are currently
Adding the CDN origin takes around 15 mins. After running the
Add-SPOOrgAssetsLibrary cmdlet we can use
Get-SPOTenantCdnOrigins cmdlet to check the status.
Get-SPOTenantCdnOrigins -CdnType Private
When the configuration pending is disappeared, then the process is done. And you can use the cmdlet to check if the library is successfully added.