Can someone please give me specific step by step instructions (for a techno dweeb) to change the domain name on my Vanilla Version 2021.009 site?
I don't really understand your question. It sounds like what you want to do is more DNS-related and not Vanilla-related.
Usually, your domain has some kind of record setup that maps a domain to a particular IP address. All you really have to do is add that same record to your new domain name.
Just go ahead and change your domain name on the server to the new one, then delete all the files in the /cache folder except .htaccess and it should work fine. You don't need the importer as the files are already there.
Unlike other forum software, Vanilla doesn't ask for the domain name in the admin Cpanel or elsewhere.