You can't do that for HTTPS. By design, HTTPS is made to not allow that.
For HTTP, you can
setup a proxy, and define your access rules the way you want them.
If you want to forbid an entire domain (for both HTTP and HTTPS), you can setup an address list with the domain name as the address, then setup a filter rule matching the dst-address by the list. (This last thing is a recent RouterOS addition...), and then accept or drop it, depending on whether you want to allow/deny it.