How to configure Multiple Azure websites on Single Domain name

I have azure websites like

validation.azurewebsites.net
config.azurewebsites.net

I have domain name www.mydomainname.com which is nothing but my main azure website mydomainname.azurewebsites.net

I want to configure Url in a way like

www.mydomainname.com/validation
www.mydomainname.com/config

url www.mydomainname.com/validation will redirect to azurewebsite validation.azurewebsites.net and url www.mydomainname.com/config will redirect to azurewebsite config.azurewebsites.net

I tried many things like CNAME configuration Manage domain but did not able to achieve this. any clue?

If all you want to do is redirection to an Azure web site, then you should be able to use the built-in UrlRewrite functionality which is available in Azure webapps. The only thing you need to do is add the below section in web.config for your Azure Webapp mydomainname.azurewebsites.net under the <system.webServer> section and the redirection should happen for the two scenarios you mentioned

<rewrite>
        <rules>
            <rule name="redirectToValidation" patternSyntax="Wildcard" stopProcessing="true">
                <match url="*" />
                <action type="Redirect" url="http://validation.azurewebsites.net/" appendQueryString="false" redirectType="Found" />
                <conditions logicalGrouping="MatchAny">
                    <add input="{PATH_INFO}" pattern="/validation/*" />
                    <add input="{PATH_INFO}" pattern="/validation" />
                </conditions>
            </rule>
             <rule name="redirectToConfig" patternSyntax="Wildcard" stopProcessing="true">
                <match url="*" />
                <action type="Redirect" url="http://config.azurewebsites.net/" appendQueryString="false" redirectType="Found" />
                <conditions logicalGrouping="MatchAny">
                    <add input="{PATH_INFO}" pattern="/config/*" />
                    <add input="{PATH_INFO}" pattern="/config" />
                </conditions>
            </rule>
        </rules>
    </rewrite>

There may be better ways of configuring URL Rewrite rules so see what exactly you need and configure the URL-REWRITE rule accordingly.