You need to host your domain somewhere, meaning some DNS provider needs to be the authority on what gets routed where when someone accesses your domain.
The provider will give you a list of nameservers when you make the domain part of their DNS.
I don't know if there are any that are free (if you don't also buy a domain from them), so you'll have to check on your own. You can also self-host a bind9 server and do your DNS there.