Somewhere in the control panel with the company where you registered your domain, there will be an option to change the nameservers.
To use Cloudflare, you need to point the domain to the two nameservers that Cloudflare give you. For example,
Your domain has to be pointed to nameservers for the site to work. The nameservers are for wherever you have your DNS hosted.
Before you can add your domain to Cloudflare, however - it has to be pointed to valid nameservers so Cloudflare can query then for DNS records. Wherever you host the website should have nameservers you can point the domain to, or other services like the one mentioned by @sandro are available.
Once you have the nameservers setup and you have left them a bit to propagate, you should then be able to add your domain to Cloudflare and change the nameservers to point here.