copyright - Questions on the legal protection of games and their parts (assets, sounds, title)

we started new pirate game, and I just want to ask some questions about rights. So I am new in game dev, I guess there are a lot of answers, but I guess professionals can advise something for first steps.

So we started some things like:

1. concept arts


2. sounds


3. we are working on the name of the game (just use temp one for now)


4. we develop some models of ships and characters

I have question what's my step to protect everything I listed above. Do I need to protect everything separately? Do I need to register a game somewhere? Can I use my already made domain and subdomain for the game? Or do I need to register unique one domaine.