You may have it a little backwards. You don't point your web site to your domain name. You point your domain name to your web site. And you can't do that until your purchase the domain name.
A lot will become clear when you purchase the domain name. Most domain name managers are pretty easy to work with and provide some help services. Your hosting service should provide you with a primary and secondary domain name or IP address. Then, within your domain name manager, there will be a place to enter primary and secondary domain names you obtained from your hosting service.
For your domain name to work, all of the internet Domain Name Servers need to request updates. This can 24 to 72 hours. So don't expect your domain name to work right away.
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