You need to find out what the nameserver is for your host. It will be something like ns1.nameserver.com and ns2.nameserver.com. You will also have to let them know the domain you wish to point to your account so they can set it up for you on their end.
(I am sure you could do this yourself via the control panel but you might as well ask them since you have to get the nameservers anyways)
Then you go to wherever you registered the domain name and somewhere in their control panel you will be able to enter that information under "nameserver" or something like that. Submit it and your done. It can take anywhere from a few minutes to go into effect up to a day or so.
Hope that helps