is it shared hosting you ordered or VPS ?

if it's VPS you need to register your nameserver own .... custom nameserver .. it has 1 step extra

if it's shared hosting .. just go to domain control panel .. edit the nameserver option and put the nameserver given by the hositng provider

example
ns1.yourhostingcompany.com
ns2.yourhostingcompany.com


. just add the respective nameserver on the domain control panel . given by your hosting provider.
all the other entries, like MX entry, A records should be configured in your cpanel (control panel) ...