You must provide valid contact information to the Whois directory for domain names you register with Office 365. But if you want, you can hide that personal contact information in Whois and display proxy information instead. This is called domain privacy.
Note: Registering a new domain name in Office 365 is different from setting up a domain name that you already have. If you already have a domain and just want to set it up, follow these steps.
Domain privacy is a service you can opt to use for free with Office 365. ICANN (Internet Corporation for Assigned Names and Numbers, which helps oversee Internet namespaces including the Domain Name System or DNS) requires that every domain's contact information be added to the WHOIS directory. But if you choose domain privacy, we'll replace your personal info stored with the domain in WHOIS with the info of a forwarding service (for email, and sometimes postal mail, done by a proxy server).
The domain privacy option is available for most domain name extensions, but there are some exceptions. If your domain name extension doesn't support privacy, you'll see a message (when you're purchasing the domain) telling you that, instead of seeing the option to use domain privacy.
To see your domain's information in the Whois directory, search for your domain by name.
On the InterNIC search page, in the Whois Search box, type your domain. For example, contoso.com.