Taxonomic classification is about a series of groupings, where each group holds ALL the members of the subgroup below it... There are a number of ways of thinking about this.
Branches on a tree: if two birds are standing on the ends of two tiny, adjacent branches, they must be standing on the branch that gives rise to those branches, and the branch that gives rise to that... and the same tree
If you like Venn diagrams, each level of classification (kingdom, class, etc.) COMPLETELY ENCLOSES all of the different levels that are part of it (i.e. since the family of Dogs [Canidae] are in the order Carnivora, they must also be members of class Mammalia, Phylum Chordata, etc.
None of this is as good as a visual though. Check out the really nice representation that is the 2nd figure on this Wikipedia page:
Note that each SMALL circle is expanded to show all the many groups it contains
So... since DOMAIN is the biggest group, containing the entirety of all subgroups that are its members... and phylum is 2 steps smaller (further out on the branch or a sub-sub-circle in a Venn circle), what MUST be true of all members of a Phylum regarding membership in the Domain that contains the phylum?