This is going to depend on how you are building your app. Here is some documentation showing the steps to set up the esriConfig portal url.
https://developers.arcgis.com/javascript/latest/programming-patterns/#set-the-portalurl-in-an-amd-ap...
https://developers.arcgis.com/javascript/latest/programming-patterns/#set-the-portalurl-in-an-esm-ap...
If you are building your app from scratch with npm, I would recommend you set up the esriConfig portal url, and any auth needed before loading your components, so something like this.
esriConfig.portalUrl = something;
esriId.registerOAuthInfos([info]);
import("@arcgis/map-components/dist/loader").then(
({ defineCustomElements }) => {
defineCustomElements();
},
);
