like everybody said.. besides owning a domain, you also have to buy hosting.. (when you buy a domain, you just own the website name.. you have to get hosting, to have somebody host your site, on their server, so it can be online..)
once you get hosting, you'll have to set up your account so that the hosting is for that specific domain..
once you've done all that, you upload the contents of your website (html pages, images, linked files) using an ftp client; just make sure the main page is called index.html, and that's what will show up when people go to your site.