When you are booking a domain and hosting with one company, no need to connect the hosting. Because it may be connected by default. In case, it is not connected contact customer care, they will help you to do the same. If you are registered the domain with one company and brought hosting with another company, you need to connect the hosting. You have to connect it yourself.
Who provides DNS
DNS is the most important part of the website. You will get the DNS information from the hosting company, while you are purchasing the hosting package. The hosting company will mail you the DNS details soon after the completion of the purchase.
Where to change the Name servers
When you are purchasing a domain name, there will be default DNS. You need to change the default DNS to your hosting company’s DNS.