My previous situation was in academic situation where much of the back-end stuff was done for me, so please be understanding...

How do I connect a registered domain name to a server?

I use dreamweaver btw.

you have to figure out what name server to link your domain to. For instance, if you are hosting with www.somesite.com then they will probably offer you ns1.somesite.com and ns2.somesite.com. Either email your registrar or log in to the account associated with your domain name, and change your nameserver. It usually takes a day or more for it to propogate over, so don't expect your new site to be up and running as soon as you make the changes.