I've just made and uploaded my first site but need advice on something basic

[munky-head]

One of two ways:
1. DNS forwarding - you contact the registrar and ask them to point the nameservers to the addresses you provide.
2. IP forwarding - like lynxus has explained: just create two A records (one for the domain itself, one to handle WWW) to a specific IP.

 

[Wajdan]

Yes, you dont need to transfer your domain to hosting company. You'll need to point your domain to company's server by changing/updating domain name servers (DNS) of your domain name.
Example DNS : ns1.company.com and ns2.company.com etc