Log into your domain registrar, or name service provider, and head to the DNS settings.

Using a Sub Domain: Add a new CNAME record with your desired sub-domain as the name, and set the target to the URL of your Netlify app.

Using an Apex Domain: To point your main domain to your Netlify site, create an A record, set the host to @, and the IP address/ target to 75.2.60.5

Finally, head back to Netlify and find the site you wish to configure. Go to Site Settings --> Domain Management --> Domains, and click 'Add Custom Domain'. After you've pasted in your domain, changes should take effect immediately, but may take several hours depending on your DNS provider.

For more info, see the Netlify Docs

Netlify also has a DNS service, where you either register a domain through them, or update your name servers to point to them.