What exactly you need to do to create a DNS record is going to vary depending on your provider. The basic process is to get the public IP address for your server and point a domain at that address. Most DNS providers have pretty simple web-based interfaces for making DNS records. If you’ve bought your own domain, it’s fairly common for the registrar you got it from to operate the DNS, but you can set it up all sorts of different ways.
If you’re at an institution and using an institutional domain, you’ll have to work with the IT there to see what the process you need to follow is.