Domains have to be registered with ICANN, the international organization that maintains records of all domains. This is done using one of the many registrar companies for a small fee. This registration goes into a database that keeps track of all domains, their owners, and the IP address(es) to which the traffic should be directed. The IP information is then propagated to the internet.
You cannot just claim a domain if it is already owned by someone else. The current owner must release the domain to you. Registration does expire though, and if the current owner does not renew their registration, you can then claim it.
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