Hi Lee,
1. Authenticate you domain in Settings > Authenticated domains.
2. Copy the generated script of subscription center type form and embed it to your web page.
3. Create a new content settings record(or edit the default), insert the URL of the page where the form is hosting into Subscription center field.

4. In next customer journey, change its Content settings field to the new content settings.
(Or change global content settings in Settings > Default marketing settings)
5. Finally, subscription center of email will be linked to your external website.
In addition, please run a simple customer journey to test SC instead of test send.
Regards,
Clofly