To point a domain to share hosting, VPS, or Dedicated Server, you need to set Nameserver of the domain. There are some method to do that, such as use default nameserver of domain registry, use default nameserver of hosting provider, use third party like cloudflare, or you can configure a private nameserver(you need to setup dns server if you have vps/dedicated server).
The first way, using default nameserver of registrar domain usually used for redirect a domain to blogspot blog. User need to add some record of @ (mean root domain) and CNAME record to point their domain to blogspot web.
The second way, using default nameserver of hosting provider to redirect your domain to share hosting. You also may use this to redirect domain to vps/dedicated server if you do not want to setup DNS Server(You need to update the IP Address of your DNS Zone to your VPS/Dedicated Server IP Address).
The third way, using third party such as cloudflare.com. You need to register an account in cloudflare.com, after that you can add site and configure site’s zone with IP of share hosting, VPS, or Dedicated Server. Last, you need to set nameserver of your domain with nameserver given by cloudflre.com after add site
The fourth way, using private nameserver that you can create from domain control panel. First step is registerred at least two child nameservers with IP Address of your VPS or Dedicated Server. Second step is set nameserver of domain to use child namesrever that already created before.
After you setup the nameserver, for validation you can check it on intodns.com if it work properly or not or mismatch nameserver(mean nameserver that you used in domain setting is different with nameserver within zone records).
Each step above will be explain within an article in another post.