1. Use the below links to download Data Loader.


Windows OS:
https://login.salesforce.com/dwnld/DataLoader/ApexDataLoader.exe

MAC OS:
https://login.salesforce.com/dwnld/DataLoader/ApexDataLoader.dmg

2. Once installed use the Data Loader shortcut icon in the Desktop.

3. Select the action(Insert or update or upsert, etc).

4. Select the Environment(Sandbox or Production) and click Login Button.

5. Click Use Custom Domain.

6. Enter the domain and click Continue.

Use this to find the Domain URL – https://www.infallibletechie.com/2020/09/how-to-get-salesforce-domain-url.html

7. Click Allow button.

8. Check whether the login in successful.