The FQDN mapping on the Content Router (CR) is received from the CDM based on the configuration of the Websites in the CDM. When you are configuring a website on the CDM, populating the 'Request Routed FQDN' field will cause the CDM to inform the CR that it should start responding to DNS requests for that domain.
In short, there is nothing that needs to be configured directly on the CR -- all of the configuration happens on the CDM.
~Zach
