Domain Name - Hosting Package Connection
If you have get both domain name and hosting package from the same company, necessary settings will be made automatically and you will not need to change any settings. If you prefered to get a hosting package and domain name from different companies, you should link these to each other. Here are the changes have to be done.
Domain Name Settings
You should change nameserver settings of your domain name to point it to your hosting package. Nameserver addresses are going to be mailed to you by hosting provider or you can see it at the control panel of your hosting account. Here is an example
Change in domain name's nameserver settings can take time to take effect.
Hosting Account
After you changed domain name nameserver settings, you should add domain into your web hosting account. To do this, login to control panel of your hosting account and find Add Domain or similar section that let you add domain.