The general idea: You have a domain name, and you must instruct your domain registrar to point it to your server. Instruction depends on your registrar. Below is an example:
You may need to add an A record of your *. FQDN or your *.domain in your DNS. DNS management is typically offered with your domain name registrar, but you can also use a specialized service.
Below is an example with Gandi.net, where everything (mail, XMPP, web, etc), and all subdomains (ex.: conference.example.org) goes to the same server.