You have no rights to, nor use of any domain name until it is REGISTERED
with some Domain Registry service, one recognized by ICANN if I have that right.
The registry could be anything from Network Solutions to GoDaddy and much in between.
Once you have that nailed down, you go to your registrar and POINT your domain to
any host you hire, even your own server(s) if they are online with unique DNS numbers.
How you get DNS #s assigned I simply don't know. Never tried it.
Having a box in the den or garage doesn't give you title to any domain name. -Larry